+2,894.9%
DXCM vs LHX
+1,187.5%
+1,707.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.2% |
| 7D | -3.2% | -2.0% | -1.3% | -2.3% |
| 30D | +6.3% | -9.9% | +16.3% | +11.5% |
| 3M | +21.1% | -16.5% | +37.6% | +30.6% |
| 6M | +20.6% | -29.6% | +50.2% | +40.7% |
| YTD | +32.4% | -11.6% | +44.0% | +38.0% |
| 1Y | +8.8% | -4.1% | +12.9% | +8.8% |
| 3Y | -13.7% | +53.3% | -67.0% | -32.1% |
| 5Y | -35.2% | +22.3% | -57.4% | -44.6% |
| 10Y | +281.8% | +231.9% | +49.9% | +74.1% |
| All | +2,894.9% | +1,187.5% | +1,707.4% | +566.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling