+17.9%
LMT vs DXCM
+11.0%
+7.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.3% |
| 7D | -6.3% | -3.2% | -3.0% | -6.0% |
| 30D | -8.5% | +6.3% | -14.8% | -8.9% |
| 3M | +1.8% | +21.1% | -19.3% | +0.5% |
| 6M | -19.9% | +20.6% | -40.5% | -21.1% |
| YTD | +10.6% | +32.4% | -21.9% | +8.4% |
| 1Y | +17.9% | +8.8% | +9.1% | +16.6% |
| All | +17.9% | +11.0% | +7.0% | +16.6% |
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