+2,894.9%
DXCM vs LSCC
+2,284.8%
+610.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.6% |
| 7D | -3.2% | +1.3% | -4.5% | -3.6% |
| 30D | +6.3% | -9.7% | +16.0% | +9.0% |
| 3M | +21.1% | -23.7% | +44.8% | +27.5% |
| 6M | +20.6% | +26.5% | -5.9% | +8.5% |
| YTD | +32.4% | +57.5% | -25.1% | +10.5% |
| 1Y | +8.8% | +75.7% | -66.8% | -12.9% |
| 3Y | -13.7% | +19.5% | -33.2% | -28.5% |
| 5Y | -35.2% | +83.8% | -118.9% | -55.1% |
| 10Y | +281.8% | +1,772.4% | -1,490.6% | +19.4% |
| All | +2,894.9% | +2,284.8% | +610.1% | +457.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling