+384.5%
DXCM vs LVS
-10.5%
+395.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +1.7% |
| 7D | +4.9% | -0.8% | +5.8% | +5.1% |
| 30D | -0.2% | +10.0% | -10.2% | -2.5% |
| 3M | -8.9% | -11.0% | +2.1% | -6.3% |
| 6M | +42.3% | -20.1% | +62.4% | +50.2% |
| YTD | +25.6% | -36.3% | +61.9% | +39.5% |
| 1Y | +39.5% | -36.8% | +76.4% | +55.3% |
| 3Y | -15.3% | -9.5% | -5.7% | -17.0% |
| 5Y | -48.4% | +9.3% | -57.8% | -53.7% |
| All | +384.5% | -10.5% | +395.0% | +312.4% |
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