+392.1%
LRCX vs DXCM
-19.4%
+411.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.8% | +8.0% | +4.8% |
| 7D | +10.4% | -6.2% | +16.6% | +11.6% |
| 30D | +2.9% | -0.3% | +3.2% | +2.8% |
| 3M | -1.2% | +10.3% | -11.5% | -3.5% |
| 6M | +60.9% | +24.1% | +36.7% | +52.6% |
| YTD | +87.5% | +27.4% | +60.2% | +77.2% |
| 1Y | +206.6% | +8.4% | +198.3% | +197.8% |
| 3Y | +392.1% | -19.0% | +411.1% | +396.1% |
| All | +392.1% | -19.4% | +411.5% | +396.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling