-10.9%
DXCM vs LSCC
+69.3%
-80.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -8.6% | +4.1% | -3.3% |
| 7D | +5.7% | -4.8% | +10.5% | +6.2% |
| 30D | +1.3% | -27.1% | +28.4% | +5.8% |
| 3M | +2.2% | -23.6% | +25.8% | +5.5% |
| 6M | +42.0% | -19.8% | +61.8% | +42.4% |
| YTD | +27.3% | +33.2% | -6.0% | +13.4% |
| 1Y | +42.5% | +55.2% | -12.8% | +22.6% |
| All | -10.9% | +69.3% | -80.3% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling