+2,777.7%
DXCM vs LII
+2,179.6%
+598.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.8% | -1.7% | -3.4% |
| 7D | +5.7% | +0.2% | +5.5% | +5.7% |
| 30D | +1.3% | -4.6% | +5.9% | +2.8% |
| 3M | +2.2% | -21.7% | +23.8% | +12.2% |
| 6M | +42.0% | -32.8% | +74.8% | +62.6% |
| YTD | +27.3% | -27.5% | +54.8% | +39.1% |
| 1Y | +42.5% | -28.0% | +70.5% | +55.9% |
| 3Y | -13.3% | -7.2% | -6.1% | -21.0% |
| 5Y | -46.8% | +22.6% | -69.4% | -58.7% |
| 10Y | +445.8% | +171.5% | +274.2% | +166.1% |
| All | +2,777.7% | +2,179.6% | +598.1% | +420.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling