+1,669.5%
LMT vs DXCM
+2,584.4%
-914.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.6% |
| 7D | -8.5% | -4.4% | -4.2% | -8.3% |
| 30D | +15.4% | -3.6% | +19.0% | +15.6% |
| 3M | +0.7% | -4.3% | +5.0% | +0.9% |
| 6M | +17.6% | +33.8% | -16.1% | +14.4% |
| YTD | +23.8% | +22.1% | +1.7% | +21.1% |
| 1Y | +31.6% | +47.4% | -15.8% | +26.8% |
| 3Y | +44.0% | -12.3% | +56.3% | +40.8% |
| 5Y | +98.8% | -49.1% | +147.9% | +100.2% |
| 10Y | +202.1% | +423.1% | -221.0% | +132.5% |
| All | +1,669.5% | +2,584.4% | -914.9% | +860.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling