+206.5%
LMT vs DXCM
+412.4%
-205.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | +2.5% | -9.2% | +11.7% | +3.0% |
| 30D | +19.2% | -6.5% | +25.7% | +19.5% |
| 3M | +2.7% | -10.3% | +12.9% | +3.2% |
| 6M | +20.6% | +35.4% | -14.8% | +18.4% |
| YTD | +28.4% | +21.1% | +7.4% | +26.7% |
| 1Y | +36.9% | +38.2% | -1.3% | +34.1% |
| 3Y | +48.5% | -14.6% | +63.1% | +46.3% |
| 5Y | +107.6% | -49.6% | +157.2% | +109.5% |
| 10Y | +206.5% | +393.1% | -186.6% | +166.7% |
| All | +206.5% | +412.4% | -205.9% | +166.7% |
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