+411.2%
DXCM vs LSCC
+1,333.6%
-922.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.9% |
| 7D | -3.7% | +5.0% | -8.7% | -5.0% |
| 30D | -5.0% | -11.7% | +6.8% | -3.0% |
| 3M | -8.8% | -13.3% | +4.5% | -7.3% |
| 6M | +31.9% | -12.5% | +44.4% | +30.6% |
| YTD | +20.4% | +51.2% | -30.8% | +0.9% |
| 1Y | +45.7% | +65.9% | -20.2% | +18.8% |
| 3Y | -15.0% | +95.3% | -110.4% | -38.8% |
| 5Y | -48.5% | +38.6% | -87.1% | -61.8% |
| 10Y | +411.2% | +1,352.3% | -941.1% | +144.5% |
| All | +411.2% | +1,333.6% | -922.4% | +144.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling