+416.0%
LRCX vs DBX
+11.7%
+404.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.4% |
| 7D | -3.1% | +2.1% | -5.2% | -3.8% |
| 30D | -8.6% | +5.7% | -14.3% | -10.5% |
| 3M | -17.7% | +31.8% | -49.5% | -27.0% |
| 6M | +36.4% | +37.5% | -1.1% | +16.1% |
| YTD | +74.5% | +27.9% | +46.6% | +53.0% |
| 1Y | +159.4% | +15.0% | +144.4% | +137.8% |
| 3Y | +361.6% | +27.2% | +334.4% | +274.5% |
| All | +416.0% | +11.7% | +404.3% | +290.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling