+2,673.1%
DXCM vs LNG
+906.2%
+1,766.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.0% |
| 7D | -3.6% | +10.9% | -14.6% | -5.3% |
| 30D | -4.3% | +8.1% | -12.4% | -5.8% |
| 3M | -10.4% | +15.7% | -26.1% | -12.8% |
| 6M | +33.1% | +27.2% | +5.9% | +27.1% |
| YTD | +22.6% | +60.7% | -38.1% | +11.9% |
| 1Y | +36.5% | +46.3% | -9.7% | +26.6% |
| 3Y | -13.5% | +85.6% | -99.1% | -23.4% |
| 5Y | -49.6% | +211.6% | -261.2% | -59.7% |
| 10Y | +399.5% | +810.9% | -411.5% | +223.8% |
| All | +2,673.1% | +906.2% | +1,766.8% | +1,176.9% |
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 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