+3,546.5%
LRCX vs DXCM
+266.8%
+3,279.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -5.8% |
| 7D | +1.8% | -5.8% | +7.6% | +3.2% |
| 30D | -4.3% | -5.6% | +1.3% | -3.1% |
| 3M | -7.3% | +13.0% | -20.4% | -11.1% |
| 6M | +38.6% | +24.7% | +13.9% | +29.3% |
| YTD | +74.4% | +27.3% | +47.1% | +61.9% |
| 1Y | +179.1% | +11.2% | +167.9% | +166.1% |
| 3Y | +357.7% | -19.0% | +376.7% | +342.6% |
| 5Y | +424.9% | -38.5% | +463.3% | +421.7% |
| All | +3,546.5% | +266.8% | +3,279.7% | +2,737.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling