+361.3%
LRCX vs DBX
+25.2%
+336.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -7.0% | -5.8% |
| 7D | +1.8% | -1.8% | +3.6% | +2.0% |
| 30D | -4.3% | +2.8% | -7.1% | -4.6% |
| 3M | -7.3% | +26.8% | -34.1% | -10.3% |
| 6M | +38.6% | +32.8% | +5.8% | +31.9% |
| YTD | +74.4% | +26.1% | +48.3% | +68.2% |
| 1Y | +179.1% | +14.1% | +165.0% | +176.9% |
| All | +361.3% | +25.2% | +336.1% | +307.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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