-49.1%
DXCM vs LII
+23.0%
-72.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.5% |
| 7D | -4.4% | -1.2% | -3.2% | -3.9% |
| 30D | -3.6% | -2.0% | -1.7% | -3.3% |
| 3M | -4.3% | -20.2% | +15.9% | +1.5% |
| 6M | +33.8% | -32.5% | +66.3% | +46.7% |
| YTD | +22.1% | -27.4% | +49.5% | +29.3% |
| 1Y | +47.4% | -28.2% | +75.6% | +56.4% |
| 3Y | -12.3% | -7.2% | -5.0% | -24.3% |
| 5Y | -49.1% | +19.9% | -69.0% | -66.4% |
| All | -49.1% | +23.0% | -72.1% | -66.4% |
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