+163.0%
LITE vs DXCM
+40.8%
+122.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.9% | -4.2% |
| 7D | +10.8% | +4.9% | +5.8% | +11.4% |
| 30D | -33.4% | -0.2% | -33.3% | -33.0% |
| 3M | -32.2% | -8.9% | -23.3% | -32.0% |
| 6M | -42.1% | +42.3% | -84.4% | -46.4% |
| YTD | +61.9% | +25.6% | +36.3% | +58.6% |
| 1Y | +163.0% | +39.5% | +123.5% | +98.9% |
| All | +163.0% | +40.8% | +122.2% | +98.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling