-50.1%
DXCM vs LTH
+142.9%
-193.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.7% | -5.6% |
| 7D | -3.5% | +4.5% | -8.0% | -4.6% |
| 30D | -5.8% | +16.3% | -22.1% | -9.5% |
| 3M | -4.3% | +8.4% | -12.7% | -6.6% |
| 6M | +31.6% | +40.3% | -8.7% | +19.6% |
| YTD | +19.6% | +77.3% | -57.6% | +1.2% |
| 1Y | +36.9% | +88.0% | -51.1% | +13.7% |
| 3Y | -16.3% | +274.3% | -290.5% | -42.9% |
| All | -50.1% | +142.9% | -193.0% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling