+260.9%
DXCM vs LNT
+140.9%
+120.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -6.5% | +0.2% | -6.7% | -6.5% |
| 30D | -4.3% | -0.5% | -3.8% | -4.2% |
| 3M | +7.3% | -5.5% | +12.8% | +9.0% |
| 6M | +22.0% | -3.8% | +25.8% | +23.1% |
| YTD | +26.4% | +6.8% | +19.6% | +23.4% |
| 1Y | +7.0% | +9.3% | -2.3% | +3.7% |
| 3Y | -19.6% | +47.9% | -67.5% | -29.6% |
| 5Y | -39.3% | +31.6% | -70.9% | -45.3% |
| 10Y | +260.9% | +150.1% | +110.8% | +162.6% |
| All | +260.9% | +140.9% | +120.0% | +162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 10y: compounded portfolio wealth divided by compounded LNT 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…
10y analysis · Full analysis span regression · 6 months rolling