+2,662.2%
DXCM vs LNT
+1,079.2%
+1,583.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.5% |
| 7D | -4.4% | +0.6% | -5.0% | -4.5% |
| 30D | -3.6% | +12.4% | -16.0% | -9.1% |
| 3M | -4.3% | +6.7% | -11.0% | -7.7% |
| 6M | +33.8% | +3.9% | +29.8% | +30.4% |
| YTD | +22.1% | +16.5% | +5.6% | +12.0% |
| 1Y | +47.4% | +12.5% | +34.9% | +37.5% |
| 3Y | -12.3% | +66.9% | -79.1% | -34.6% |
| 5Y | -49.1% | +56.1% | -105.2% | -61.6% |
| 10Y | +423.1% | +173.2% | +249.9% | +156.6% |
| All | +2,662.2% | +1,079.2% | +1,583.0% | +347.6% |
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 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