+2,894.9%
DXCM vs LNT
+982.8%
+1,912.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | +6.3% | -3.2% | +9.5% | +8.0% |
| 3M | +21.1% | -4.1% | +25.2% | +23.4% |
| 6M | +20.6% | -4.6% | +25.1% | +22.8% |
| YTD | +32.4% | +7.0% | +25.4% | +26.9% |
| 1Y | +8.8% | +8.3% | +0.6% | +3.5% |
| 3Y | -13.7% | +51.0% | -64.7% | -32.6% |
| 5Y | -35.2% | +30.2% | -65.3% | -46.2% |
| 10Y | +281.8% | +143.6% | +138.2% | +99.8% |
| All | +2,894.9% | +982.8% | +1,912.1% | +407.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling