-36.3%
DXCM vs LII
+25.3%
-61.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.3% |
| 7D | -3.2% | -0.7% | -2.5% | -3.1% |
| 30D | +6.3% | -12.6% | +18.9% | +10.4% |
| 3M | +21.1% | -24.4% | +45.5% | +29.4% |
| 6M | +20.6% | -28.7% | +49.3% | +30.4% |
| YTD | +32.4% | -19.1% | +51.6% | +36.4% |
| 1Y | +8.8% | -29.7% | +38.5% | +17.1% |
| 3Y | -13.7% | +4.8% | -18.5% | -28.4% |
| All | -36.3% | +25.3% | -61.6% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling