+2,331.0%
LITE vs DXCM
+279.8%
+2,051.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.0% | +4.4% |
| 7D | -1.5% | -3.2% | +1.7% | -0.9% |
| 30D | +6.7% | +6.3% | +0.3% | +5.1% |
| 3M | -6.8% | +21.1% | -27.8% | -11.4% |
| 6M | +29.4% | +20.6% | +8.9% | +22.6% |
| YTD | +139.1% | +32.4% | +106.6% | +121.1% |
| 1Y | +521.0% | +8.8% | +512.2% | +496.6% |
| 3Y | +1,535.3% | -13.7% | +1,549.0% | +1,459.4% |
| 5Y | +889.8% | -35.2% | +925.0% | +869.8% |
| All | +2,331.0% | +279.8% | +2,051.3% | +1,742.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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