-46.8%
DXCM vs LSCC
+18.7%
-65.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -8.6% | +4.1% | -2.6% |
| 7D | +5.7% | -4.8% | +10.5% | +6.5% |
| 30D | +1.3% | -27.1% | +28.4% | +8.2% |
| 3M | +2.2% | -23.6% | +25.8% | +7.1% |
| 6M | +42.0% | -19.8% | +61.8% | +43.2% |
| YTD | +27.3% | +33.2% | -6.0% | +9.4% |
| 1Y | +42.5% | +55.2% | -12.8% | +16.8% |
| 3Y | -13.3% | +70.1% | -83.4% | -36.8% |
| 5Y | -46.8% | +19.5% | -66.4% | -61.3% |
| All | -46.8% | +18.7% | -65.5% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling