+44.0%
LMT vs DXCM
-13.1%
+57.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.7% |
| 7D | -8.5% | -4.4% | -4.2% | -8.5% |
| 30D | +15.4% | -3.6% | +19.0% | +15.4% |
| 3M | +0.7% | -4.3% | +5.0% | +0.7% |
| 6M | +17.6% | +33.8% | -16.1% | +17.8% |
| YTD | +23.8% | +22.1% | +1.7% | +23.9% |
| 1Y | +31.6% | +47.4% | -15.8% | +32.1% |
| 3Y | +44.0% | -12.3% | +56.3% | +45.7% |
| All | +44.0% | -13.1% | +57.1% | +45.7% |
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 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