+2,623.0%
DXCM vs LVS
+49.4%
+2,573.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.8% |
| 7D | -3.7% | +6.7% | -10.4% | -5.0% |
| 30D | -5.0% | +13.8% | -18.8% | -7.6% |
| 3M | -8.8% | -9.5% | +0.7% | -6.9% |
| 6M | +31.9% | -22.0% | +53.9% | +39.0% |
| YTD | +20.4% | -35.7% | +56.1% | +31.6% |
| 1Y | +45.7% | -36.7% | +82.4% | +59.8% |
| 3Y | -15.0% | -8.8% | -6.2% | -16.0% |
| 5Y | -48.5% | +9.5% | -58.0% | -52.2% |
| 10Y | +411.2% | -10.9% | +422.2% | +366.2% |
| All | +2,623.0% | +49.4% | +2,573.6% | +1,856.6% |
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 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