+411.2%
DXCM vs LH
+267.5%
+143.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.3% |
| 7D | -3.7% | +4.8% | -8.5% | -5.7% |
| 30D | -5.0% | +18.8% | -23.8% | -12.6% |
| 3M | -8.8% | +15.7% | -24.5% | -15.2% |
| 6M | +31.9% | +46.7% | -14.8% | +9.1% |
| YTD | +20.4% | +48.9% | -28.5% | -1.3% |
| 1Y | +45.7% | +43.5% | +2.3% | +21.5% |
| 3Y | -15.0% | +86.9% | -101.9% | -38.5% |
| 5Y | -48.5% | +60.4% | -108.9% | -60.5% |
| 10Y | +411.2% | +260.7% | +150.5% | +137.2% |
| All | +411.2% | +267.5% | +143.8% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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