+22.2%
LQD vs DXCM
+266.8%
-244.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | -1.1% | -5.8% | +4.7% | -0.9% |
| 30D | -1.1% | -5.6% | +4.5% | -1.0% |
| 3M | -2.3% | +13.0% | -15.4% | -2.7% |
| 6M | -2.9% | +24.7% | -27.6% | -3.5% |
| YTD | -2.3% | +27.3% | -29.6% | -3.0% |
| 1Y | -2.2% | +11.2% | -13.4% | -2.6% |
| 3Y | +14.0% | -19.0% | +33.0% | +13.5% |
| 5Y | -5.8% | -38.5% | +32.7% | -6.2% |
| All | +22.2% | +266.8% | -244.6% | +21.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling