+47.8%
DXCM vs LTH
+83.5%
-35.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | -4.4% | +7.0% | -11.4% | -5.1% |
| 30D | -3.6% | +15.4% | -19.1% | -5.3% |
| 3M | -4.3% | +7.0% | -11.4% | -5.1% |
| 6M | +33.8% | +46.9% | -13.1% | +27.5% |
| YTD | +22.1% | +76.4% | -54.3% | +12.0% |
| All | +47.8% | +83.5% | -35.6% | +33.6% |
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