-22.3%
DRAM vs LRCX
-23.4%
+1.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | +0.5% |
| 7D | +7.9% | +12.7% | -4.8% | -4.4% |
| 30D | -15.4% | -21.3% | +5.8% | +7.4% |
| 3M | -25.5% | -32.9% | +7.4% | +11.1% |
| 6M | -22.3% | -23.4% | +1.1% | -0.5% |
| All | -22.3% | -23.4% | +1.1% | -0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling