+2,894.9%
DXCM vs LH
+709.0%
+2,185.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.2% |
| 7D | -3.2% | -2.5% | -0.8% | -1.8% |
| 30D | +6.3% | +4.3% | +2.0% | +3.6% |
| 3M | +21.1% | +25.5% | -4.4% | +4.9% |
| 6M | +20.6% | +17.0% | +3.6% | +9.0% |
| YTD | +32.4% | +31.3% | +1.2% | +11.2% |
| 1Y | +8.8% | +20.0% | -11.1% | -4.1% |
| 3Y | -13.7% | +63.9% | -77.6% | -38.6% |
| 5Y | -35.2% | +30.9% | -66.0% | -47.8% |
| 10Y | +281.8% | +191.4% | +90.4% | +60.9% |
| All | +2,894.9% | +709.0% | +2,185.9% | +467.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling