+8.8%
DXCM vs LTH
+54.1%
-45.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -3.2% | -0.6% | -2.6% | -3.1% |
| 30D | +6.3% | -4.6% | +10.9% | +7.1% |
| 3M | +21.1% | +32.8% | -11.7% | +16.1% |
| 6M | +20.6% | +64.6% | -44.0% | +10.9% |
| YTD | +32.4% | +62.6% | -30.2% | +20.8% |
| 1Y | +8.8% | +49.9% | -41.1% | +0.6% |
| All | +8.8% | +54.1% | -45.3% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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