-50.1%
DXCM vs LII
+19.9%
-70.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.0% | -4.0% | -5.4% |
| 7D | -3.5% | -0.6% | -2.9% | -3.2% |
| 30D | -5.8% | -4.6% | -1.2% | -4.8% |
| 3M | -4.3% | -21.2% | +16.9% | +1.9% |
| 6M | +31.6% | -36.4% | +68.0% | +47.0% |
| YTD | +19.6% | -28.9% | +48.6% | +27.4% |
| 1Y | +36.9% | -29.5% | +66.4% | +46.0% |
| 3Y | -16.3% | -8.6% | -7.7% | -27.6% |
| All | -50.1% | +19.9% | -70.0% | -67.1% |
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