-38.5%
DXCM vs LHX
+16.3%
-54.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.4% |
| 7D | -5.5% | -4.3% | -1.3% | -4.3% |
| 30D | -8.6% | -15.1% | +6.6% | -4.1% |
| 3M | +10.3% | -21.0% | +31.3% | +17.7% |
| 6M | +25.2% | -32.0% | +57.2% | +39.7% |
| YTD | +25.1% | -15.3% | +40.4% | +30.2% |
| 1Y | +9.2% | -11.1% | +20.3% | +11.9% |
| 3Y | -22.6% | +54.0% | -76.6% | -33.0% |
| All | -38.5% | +16.3% | -54.8% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling