+2,729.0%
DXCM vs LUMN
-28.6%
+2,757.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.0% |
| 7D | -5.5% | +2.5% | -8.1% | -5.8% |
| 30D | -8.6% | +10.3% | -18.9% | -9.6% |
| 3M | +10.3% | -18.3% | +28.6% | +12.2% |
| 6M | +25.2% | +4.4% | +20.9% | +22.9% |
| YTD | +25.1% | -10.7% | +35.8% | +23.7% |
| 1Y | +9.2% | +14.0% | -4.7% | +3.6% |
| 3Y | -22.6% | +406.6% | -429.2% | -51.0% |
| 5Y | -39.5% | -36.8% | -2.7% | -40.4% |
| 10Y | +257.3% | -56.2% | +313.4% | +241.8% |
| All | +2,729.0% | -28.6% | +2,757.6% | +1,407.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling