-19.0%
DXCM vs LNG
+76.4%
-95.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.5% | +1.6% | -2.9% |
| 7D | -6.2% | -6.2% | -0.1% | -5.2% |
| 30D | -0.3% | +8.0% | -8.3% | -1.5% |
| 3M | +10.3% | +16.9% | -6.6% | +7.2% |
| 6M | +24.1% | +8.7% | +15.5% | +21.0% |
| YTD | +27.4% | +43.0% | -15.6% | +15.3% |
| 1Y | +8.4% | +19.4% | -11.1% | +3.2% |
| 3Y | -19.0% | +74.7% | -93.7% | -26.2% |
| All | -19.0% | +76.4% | -95.4% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling