+11.2%
DXCM vs LNG
+19.6%
-8.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | -5.8% | -4.5% | -1.3% | -5.9% |
| 30D | -5.6% | +4.7% | -10.3% | -5.3% |
| 3M | +13.0% | +15.1% | -2.1% | +14.2% |
| 6M | +24.7% | +13.6% | +11.1% | +23.3% |
| YTD | +27.3% | +44.0% | -16.6% | +24.5% |
| 1Y | +11.2% | +18.4% | -7.2% | +19.9% |
| All | +11.2% | +19.6% | -8.4% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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