-34.8%
DXCM vs LTH
+160.9%
-195.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.5% |
| 3M | +21.1% | +32.8% | -11.7% | +12.3% |
| 6M | +20.6% | +64.6% | -44.0% | +4.8% |
| YTD | +32.4% | +62.6% | -30.2% | +15.0% |
| 1Y | +8.8% | +49.9% | -41.1% | -3.6% |
| 3Y | -13.7% | +151.3% | -165.1% | -34.2% |
| All | -34.8% | +160.9% | -195.7% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling