-38.6%
DXCM vs LCID
-97.7%
+59.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.8% | -3.7% |
| 7D | -6.2% | +1.8% | -8.0% | -6.4% |
| 30D | -0.3% | -34.2% | +34.0% | +3.8% |
| 3M | +10.3% | -9.1% | +19.5% | +9.4% |
| 6M | +24.1% | -52.6% | +76.7% | +31.0% |
| YTD | +27.4% | -56.2% | +83.6% | +34.9% |
| 1Y | +8.4% | -74.9% | +83.3% | +21.1% |
| 3Y | -19.0% | -92.1% | +73.1% | -2.0% |
| 5Y | -38.6% | -97.6% | +59.0% | -9.9% |
| All | -38.6% | -97.7% | +59.1% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LCID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling