-22.6%
DXCM vs LUMN
+385.3%
-407.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.8% |
| 7D | -5.5% | +2.5% | -8.1% | -5.6% |
| 30D | -8.6% | +10.3% | -18.9% | -8.7% |
| 3M | +10.3% | -18.3% | +28.6% | +10.7% |
| 6M | +25.2% | +4.4% | +20.9% | +24.7% |
| YTD | +25.1% | -10.7% | +35.8% | +24.8% |
| 1Y | +9.2% | +14.0% | -4.7% | +8.2% |
| 3Y | -22.6% | +406.6% | -429.2% | -23.6% |
| All | -22.6% | +385.3% | -407.9% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 3y: compounded portfolio wealth divided by compounded LUMN 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…
3y analysis · Full analysis span regression · 6 months rolling