-4.9%
LQD vs DXCM
-39.9%
+35.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | 0.0% | -6.5% | +6.4% | +0.2% |
| 30D | -0.2% | -4.3% | +4.1% | -0.1% |
| 3M | -1.7% | +7.3% | -9.0% | -2.0% |
| 6M | -2.7% | +22.0% | -24.7% | -3.4% |
| YTD | -1.4% | +26.4% | -27.8% | -2.3% |
| 1Y | -1.0% | +7.0% | -8.0% | -1.4% |
| 3Y | +15.1% | -19.6% | +34.7% | +14.4% |
| All | -4.9% | -39.9% | +35.0% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling