+260.9%
DXCM vs LH
+185.6%
+75.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.2% |
| 7D | -6.5% | -3.2% | -3.3% | -5.0% |
| 30D | -4.3% | +0.1% | -4.5% | -4.4% |
| 3M | +7.3% | +18.6% | -11.4% | -1.5% |
| 6M | +22.0% | +17.9% | +4.1% | +12.3% |
| YTD | +26.4% | +28.9% | -2.6% | +11.2% |
| 1Y | +7.0% | +16.6% | -9.6% | -1.6% |
| 3Y | -19.6% | +63.6% | -83.2% | -38.1% |
| 5Y | -39.3% | +30.0% | -69.3% | -48.6% |
| 10Y | +260.9% | +191.9% | +69.0% | +89.8% |
| All | +260.9% | +185.6% | +75.3% | +89.8% |
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