+393.1%
DXCM vs LVS
-12.1%
+405.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +0.9% |
| 7D | -9.2% | -1.3% | -7.9% | -8.9% |
| 30D | -6.5% | +12.2% | -18.7% | -9.2% |
| 3M | -10.3% | -11.3% | +1.0% | -7.6% |
| 6M | +35.4% | -21.6% | +57.0% | +43.6% |
| YTD | +21.1% | -36.6% | +57.7% | +34.6% |
| 1Y | +38.2% | -38.4% | +76.6% | +54.8% |
| 3Y | -14.6% | -10.2% | -4.4% | -16.1% |
| 5Y | -49.6% | +9.4% | -59.0% | -54.7% |
| 10Y | +393.1% | -11.3% | +404.4% | +322.2% |
| All | +393.1% | -12.1% | +405.1% | +322.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 10y: compounded portfolio wealth divided by compounded LVS 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…
10y analysis · Full analysis span regression · 6 months rolling