+2,894.9%
DXCM vs LNG
+847.3%
+2,047.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -3.2% | +3.4% | -6.6% | -3.8% |
| 30D | +6.3% | +14.9% | -8.5% | +3.8% |
| 3M | +21.1% | +21.4% | -0.3% | +17.0% |
| 6M | +20.6% | +17.8% | +2.8% | +16.5% |
| YTD | +32.4% | +51.3% | -18.8% | +22.5% |
| 1Y | +8.8% | +24.4% | -15.6% | +4.0% |
| 3Y | -13.7% | +79.7% | -93.4% | -23.1% |
| 5Y | -35.2% | +241.3% | -276.5% | -48.9% |
| 10Y | +281.8% | +603.1% | -321.3% | +158.7% |
| All | +2,894.9% | +847.3% | +2,047.6% | +1,297.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling