+37.3%
LMT vs DXCM
-19.4%
+56.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.8% | +5.9% | +2.1% |
| 7D | -1.5% | -6.2% | +4.7% | -1.5% |
| 30D | -8.2% | -0.3% | -8.0% | -8.2% |
| 3M | +3.7% | +10.3% | -6.6% | +3.7% |
| 6M | -19.2% | +24.1% | -43.3% | -19.2% |
| YTD | +12.9% | +27.4% | -14.5% | +12.8% |
| 1Y | +19.8% | +8.4% | +11.4% | +19.5% |
| 3Y | +37.3% | -19.0% | +56.3% | +36.5% |
| All | +37.3% | -19.4% | +56.7% | +36.5% |
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