-39.3%
DXCM vs LNG
+222.3%
-261.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | -6.5% | -6.7% | +0.3% | -5.2% |
| 30D | -4.3% | +3.9% | -8.2% | -5.1% |
| 3M | +7.3% | +15.5% | -8.2% | +4.0% |
| 6M | +22.0% | +10.5% | +11.5% | +18.4% |
| YTD | +26.4% | +43.0% | -16.6% | +15.0% |
| 1Y | +7.0% | +18.9% | -11.9% | +1.8% |
| 3Y | -19.6% | +74.7% | -94.3% | -30.1% |
| 5Y | -39.3% | +231.2% | -270.5% | -51.1% |
| All | -39.3% | +222.3% | -261.5% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling