-39.9%
DXCM vs LTH
+183.0%
-222.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | -4.4% | +7.0% | -11.4% | -5.9% |
| 30D | -3.6% | +15.4% | -19.1% | -7.1% |
| 3M | -4.3% | +7.0% | -11.4% | -6.3% |
| 6M | +33.8% | +46.9% | -13.1% | +20.4% |
| YTD | +22.1% | +76.4% | -54.3% | +3.7% |
| 1Y | +47.4% | +83.7% | -36.3% | +23.7% |
| 3Y | -12.3% | +248.9% | -261.1% | -38.5% |
| 5Y | -49.1% | +141.8% | -190.9% | -63.9% |
| All | -39.9% | +183.0% | -222.8% | -57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling