+252.9%
DXCM vs LEN
+99.2%
+153.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | 0.0% | -2.7% |
| 7D | -6.2% | -2.9% | -3.3% | -5.4% |
| 30D | -0.3% | -8.9% | +8.6% | +2.4% |
| 3M | +10.3% | -10.9% | +21.2% | +13.7% |
| 6M | +24.1% | -19.7% | +43.8% | +31.5% |
| YTD | +27.4% | -20.6% | +47.9% | +34.5% |
| 1Y | +8.4% | -42.4% | +50.8% | +25.8% |
| 3Y | -19.0% | -26.5% | +7.6% | -16.3% |
| 5Y | -38.6% | -10.9% | -27.6% | -41.6% |
| 10Y | +252.9% | +100.6% | +152.3% | +121.9% |
| All | +252.9% | +99.2% | +153.8% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling