+36.9%
LMT vs DXCM
+44.9%
-8.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +4.0% | +2.6% |
| 7D | -5.6% | -3.7% | -1.9% | -5.4% |
| 30D | +18.4% | -5.0% | +23.3% | +18.7% |
| 3M | +0.6% | -8.8% | +9.4% | +1.2% |
| 6M | +20.6% | +31.9% | -11.3% | +17.9% |
| YTD | +27.0% | +20.4% | +6.5% | +25.0% |
| 1Y | +36.9% | +45.7% | -8.9% | +37.0% |
| All | +36.9% | +44.9% | -8.0% | +37.0% |
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