+411.2%
DXCM vs LNT
+174.3%
+236.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -3.7% | +1.6% | -5.2% | -4.0% |
| 30D | -5.0% | +12.1% | -17.1% | -7.9% |
| 3M | -8.8% | +8.2% | -17.0% | -10.9% |
| 6M | +31.9% | +3.6% | +28.2% | +30.3% |
| YTD | +20.4% | +16.2% | +4.2% | +14.9% |
| 1Y | +45.7% | +12.8% | +32.9% | +40.3% |
| 3Y | -15.0% | +66.5% | -81.5% | -27.7% |
| 5Y | -48.5% | +53.8% | -102.3% | -55.4% |
| 10Y | +411.2% | +182.5% | +228.7% | +295.2% |
| All | +411.2% | +174.3% | +236.9% | +295.2% |
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