+2,894.9%
DXCM vs LVS
+61.1%
+2,833.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -3.2% | -1.5% | -1.7% | -2.9% |
| 30D | +6.3% | -3.2% | +9.6% | +7.0% |
| 3M | +21.1% | -12.0% | +33.1% | +24.4% |
| 6M | +20.6% | -19.9% | +40.5% | +26.2% |
| YTD | +32.4% | -30.6% | +63.1% | +42.4% |
| 1Y | +8.8% | -17.7% | +26.6% | +12.0% |
| 3Y | -13.7% | -14.2% | +0.5% | -13.7% |
| 5Y | -35.2% | +9.6% | -44.8% | -40.3% |
| 10Y | +281.8% | +5.7% | +276.1% | +236.0% |
| All | +2,894.9% | +61.1% | +2,833.8% | +2,017.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling