+384.5%
DXCM vs LII
+169.1%
+215.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.1% |
| 7D | +4.9% | +2.9% | +2.0% | +4.1% |
| 30D | -0.2% | +0.9% | -1.1% | -0.7% |
| 3M | -8.9% | -15.5% | +6.6% | -4.7% |
| 6M | +42.3% | -30.2% | +72.5% | +54.9% |
| YTD | +25.6% | -26.8% | +52.4% | +33.3% |
| 1Y | +39.5% | -25.3% | +64.8% | +47.0% |
| 3Y | -15.3% | -7.8% | -7.5% | -21.8% |
| 5Y | -48.4% | +17.0% | -65.4% | -58.9% |
| All | +384.5% | +169.1% | +215.4% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling