-9.7%
DXCM vs LCID
-95.4%
+85.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.8% | -2.2% |
| 7D | -3.2% | -6.6% | +3.4% | -2.7% |
| 30D | +6.3% | -30.1% | +36.5% | +9.4% |
| 3M | +21.1% | -17.6% | +38.7% | +21.2% |
| 6M | +20.6% | -54.4% | +75.0% | +26.6% |
| YTD | +32.4% | -55.7% | +88.2% | +38.9% |
| 1Y | +8.8% | -71.0% | +79.9% | +17.8% |
| 3Y | -13.7% | -92.6% | +78.9% | +1.3% |
| 5Y | -35.2% | -97.6% | +62.4% | -16.6% |
| All | -9.7% | -95.4% | +85.7% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling