+36.9%
DXCM vs LSCC
+68.2%
-31.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +7.1% | -13.1% | -6.2% |
| 7D | -3.5% | +13.0% | -16.5% | -3.8% |
| 30D | -5.8% | -19.8% | +14.0% | -4.9% |
| 3M | -4.3% | -18.4% | +14.1% | -3.5% |
| 6M | +31.6% | -16.1% | +47.7% | +29.6% |
| YTD | +19.6% | +42.7% | -23.1% | +7.5% |
| 1Y | +36.9% | +68.0% | -31.1% | +21.3% |
| All | +36.9% | +68.2% | -31.3% | +21.3% |
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