-49.6%
DXCM vs LCID
-99.3%
+49.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -11.3% | +12.6% | +2.4% |
| 7D | -3.6% | +9.2% | -12.9% | -4.7% |
| 30D | -4.3% | -3.0% | -1.3% | -4.5% |
| 3M | -10.4% | -50.2% | +39.9% | -4.7% |
| 6M | +33.1% | -45.8% | +79.0% | +37.8% |
| YTD | +22.6% | -69.2% | +91.8% | +33.7% |
| 1Y | +36.5% | -80.4% | +116.9% | +56.1% |
| 3Y | -13.5% | -91.4% | +78.0% | +2.0% |
| 5Y | -49.6% | -99.3% | +49.6% | -17.9% |
| All | -49.6% | -99.3% | +49.6% | -17.9% |
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