+1,103.8%
LITE vs DXCM
-13.6%
+1,117.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.5% | -14.1% | -18.1% |
| 7D | -44.6% | +5.7% | -50.2% | -45.0% |
| 30D | -55.0% | +1.3% | -56.3% | -55.1% |
| 3M | -38.3% | +2.2% | -40.5% | -38.8% |
| 6M | -48.8% | +42.0% | -90.7% | -52.7% |
| YTD | +38.3% | +27.3% | +11.0% | +30.9% |
| 1Y | +119.0% | +42.5% | +76.5% | +102.9% |
| All | +1,103.8% | -13.6% | +1,117.4% | +877.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling