-38.6%
DXCM vs LVS
+4.5%
-43.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -3.0% | -3.6% |
| 7D | -6.2% | +0.3% | -6.5% | -6.3% |
| 30D | -0.3% | -3.9% | +3.7% | +0.8% |
| 3M | +10.3% | -12.9% | +23.2% | +14.4% |
| 6M | +24.1% | -16.9% | +41.1% | +30.1% |
| YTD | +27.4% | -31.2% | +58.6% | +40.0% |
| 1Y | +8.4% | -16.4% | +24.8% | +11.5% |
| 3Y | -19.0% | -4.4% | -14.6% | -22.9% |
| 5Y | -38.6% | +6.7% | -45.2% | -49.1% |
| All | -38.6% | +4.5% | -43.1% | -49.1% |
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