+36.9%
DXCM vs LII
-29.2%
+66.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.0% | -4.0% | -5.8% |
| 7D | -3.5% | -0.6% | -2.9% | -3.3% |
| 30D | -5.8% | -4.6% | -1.2% | -5.5% |
| 3M | -4.3% | -21.2% | +16.9% | -2.5% |
| 6M | +31.6% | -36.4% | +68.0% | +36.1% |
| YTD | +19.6% | -28.9% | +48.6% | +20.5% |
| 1Y | +36.9% | -29.5% | +66.4% | +39.0% |
| All | +36.9% | -29.2% | +66.1% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling