-16.3%
DXCM vs LSCC
+81.4%
-97.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +7.1% | -13.1% | -7.0% |
| 7D | -3.5% | +13.0% | -16.5% | -5.4% |
| 30D | -5.8% | -19.8% | +14.0% | -3.0% |
| 3M | -4.3% | -18.4% | +14.1% | -2.3% |
| 6M | +31.6% | -16.1% | +47.7% | +31.2% |
| YTD | +19.6% | +42.7% | -23.1% | +5.5% |
| 1Y | +36.9% | +68.0% | -31.1% | +16.3% |
| 3Y | -16.3% | +85.8% | -102.1% | -33.5% |
| All | -16.3% | +81.4% | -97.7% | -33.5% |
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