-48.5%
DXCM vs LVS
+7.4%
-55.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.9% |
| 7D | -3.7% | +6.7% | -10.4% | -5.5% |
| 30D | -5.0% | +13.8% | -18.8% | -8.5% |
| 3M | -8.8% | -9.5% | +0.7% | -6.3% |
| 6M | +31.9% | -22.0% | +53.9% | +41.4% |
| YTD | +20.4% | -35.7% | +56.1% | +35.6% |
| 1Y | +45.7% | -36.7% | +82.4% | +64.8% |
| 3Y | -15.0% | -8.8% | -6.2% | -18.4% |
| 5Y | -48.5% | +9.5% | -58.0% | -57.6% |
| All | -48.5% | +7.4% | -55.9% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling