+208.1%
LRCX vs DXCM
+11.0%
+197.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.0% | +7.1% | +5.2% |
| 7D | +1.9% | -3.2% | +5.1% | +2.1% |
| 30D | +0.1% | +6.3% | -6.3% | -0.3% |
| 3M | -8.5% | +21.1% | -29.6% | -9.7% |
| 6M | +38.1% | +20.6% | +17.5% | +36.7% |
| YTD | +80.1% | +32.4% | +47.6% | +75.1% |
| 1Y | +208.1% | +8.8% | +199.2% | +212.4% |
| All | +208.1% | +11.0% | +197.1% | +212.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling