+35.9%
LMT vs DXCM
+37.5%
-1.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.0% |
| 7D | +4.8% | -3.6% | +8.5% | +5.0% |
| 30D | +19.9% | -4.3% | +24.2% | +20.2% |
| 3M | +0.2% | -10.4% | +10.5% | +0.9% |
| 6M | +17.4% | +33.1% | -15.7% | +14.9% |
| YTD | +27.2% | +22.6% | +4.5% | +25.3% |
| All | +35.9% | +37.5% | -1.5% | +37.1% |
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 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