-11.9%
DRAM vs LRCX
-25.0%
+13.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +6.1% | +4.3% | +4.9% |
| 7D | -0.6% | +6.5% | -7.1% | -5.4% |
| 30D | -18.0% | -23.8% | +5.8% | +3.6% |
| 3M | -11.9% | -24.2% | +12.3% | +12.9% |
| All | -11.9% | -25.0% | +13.2% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LRCX.
Daily Out/Under-Performance
Portfolio return minus LRCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LRCX 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 3mo: compounded portfolio wealth divided by compounded LRCX 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…
3mo analysis · Full analysis span regression · Available span rolling