+384.5%
DXCM vs LH
+261.9%
+122.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | +4.9% | +1.1% | +3.9% | +4.4% |
| 30D | -0.2% | +16.7% | -16.9% | -7.4% |
| 3M | -8.9% | +15.1% | -24.0% | -15.1% |
| 6M | +42.3% | +46.3% | -4.1% | +17.9% |
| YTD | +25.6% | +48.8% | -23.2% | +3.0% |
| 1Y | +39.5% | +39.7% | -0.2% | +17.8% |
| 3Y | -15.3% | +87.0% | -102.3% | -38.6% |
| 5Y | -48.4% | +53.0% | -101.5% | -59.6% |
| All | +384.5% | +261.9% | +122.7% | +128.3% |
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