+2,780.1%
DXCM vs LHX
+1,183.9%
+1,596.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.6% | -3.7% |
| 7D | -6.2% | -2.5% | -3.7% | -5.1% |
| 30D | -0.3% | -10.4% | +10.1% | +4.8% |
| 3M | +10.3% | -14.9% | +25.3% | +18.0% |
| 6M | +24.1% | -29.6% | +53.8% | +44.9% |
| YTD | +27.4% | -11.8% | +39.2% | +32.9% |
| 1Y | +8.4% | -5.1% | +13.4% | +8.8% |
| 3Y | -19.0% | +61.3% | -80.3% | -37.8% |
| 5Y | -38.6% | +22.4% | -61.0% | -47.5% |
| 10Y | +252.9% | +232.2% | +20.7% | +60.8% |
| All | +2,780.1% | +1,183.9% | +1,596.1% | +541.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded LHX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling