+1,402.3%
LITE vs DXCM
+410.2%
+992.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -6.0% | +11.6% | +6.9% |
| 7D | -35.9% | -3.5% | -32.4% | -35.6% |
| 30D | -51.5% | -5.8% | -45.7% | -51.1% |
| 3M | -35.7% | -4.3% | -31.4% | -35.7% |
| 6M | -43.0% | +31.6% | -74.5% | -47.6% |
| YTD | +46.1% | +19.6% | +26.5% | +37.0% |
| 1Y | +124.7% | +36.9% | +87.8% | +104.7% |
| 3Y | +1,172.1% | -16.3% | +1,188.3% | +1,118.1% |
| 5Y | +477.0% | -50.0% | +527.0% | +495.8% |
| All | +1,402.3% | +410.2% | +992.2% | +872.1% |
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