-38.6%
DXCM vs LH
+31.3%
-69.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.5% |
| 7D | -6.2% | -0.8% | -5.4% | -5.8% |
| 30D | -0.3% | +2.0% | -2.3% | -1.3% |
| 3M | +10.3% | +24.3% | -13.9% | -2.1% |
| 6M | +24.1% | +21.1% | +3.1% | +11.6% |
| YTD | +27.4% | +30.4% | -3.1% | +9.7% |
| 1Y | +8.4% | +18.4% | -10.0% | -2.1% |
| 3Y | -19.0% | +65.5% | -84.5% | -40.5% |
| 5Y | -38.6% | +29.9% | -68.4% | -49.1% |
| All | -38.6% | +31.3% | -69.9% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling