-15.3%
DXCM vs LNG
+85.6%
-100.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +4.9% | +11.3% | -6.4% | +3.2% |
| 30D | -0.2% | +10.6% | -10.8% | -2.3% |
| 3M | -8.9% | +16.1% | -25.0% | -11.6% |
| 6M | +42.3% | +29.6% | +12.7% | +35.0% |
| YTD | +25.6% | +60.3% | -34.8% | +10.0% |
| 1Y | +39.5% | +46.1% | -6.6% | +25.7% |
| 3Y | -15.3% | +85.9% | -101.2% | -23.0% |
| All | -15.3% | +85.6% | -100.9% | -23.0% |
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