+8.8%
DXCM vs LSCC
+72.9%
-64.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.2% |
| 7D | -3.2% | +1.3% | -4.5% | -3.3% |
| 30D | +6.3% | -9.7% | +16.0% | +7.0% |
| 3M | +21.1% | -23.7% | +44.8% | +23.4% |
| 6M | +20.6% | +26.5% | -5.9% | +12.9% |
| YTD | +32.4% | +57.5% | -25.1% | +20.3% |
| 1Y | +8.8% | +75.7% | -66.8% | -2.9% |
| All | +8.8% | +72.9% | -64.0% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 1y: compounded portfolio wealth divided by compounded LSCC 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…
1y analysis · Full analysis span regression · 6 months rolling