+2,605.6%
DXCM vs LH
+807.2%
+1,798.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.9% | -6.9% | -6.5% |
| 7D | -3.5% | +1.4% | -4.9% | -4.3% |
| 30D | -5.8% | +17.5% | -23.3% | -14.8% |
| 3M | -4.3% | +16.1% | -20.4% | -13.1% |
| 6M | +31.6% | +43.4% | -11.8% | +4.6% |
| YTD | +19.6% | +47.2% | -27.6% | -6.8% |
| 1Y | +36.9% | +50.1% | -13.3% | +5.1% |
| 3Y | -16.3% | +81.2% | -97.4% | -44.0% |
| 5Y | -50.0% | +63.7% | -113.7% | -65.1% |
| 10Y | +413.2% | +269.2% | +144.0% | +82.8% |
| All | +2,605.6% | +807.2% | +1,798.4% | +375.9% |
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