+1,645.6%
LRCX vs DBX
+19.3%
+1,626.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -2.2% |
| 7D | +9.5% | +0.3% | +9.3% | +9.3% |
| 30D | +3.1% | 0.0% | +3.1% | +2.8% |
| 3M | -3.4% | +26.1% | -29.5% | -12.7% |
| 6M | +49.7% | +29.4% | +20.3% | +31.4% |
| YTD | +84.9% | +24.4% | +60.4% | +64.1% |
| 1Y | +200.8% | +10.9% | +190.0% | +177.9% |
| 3Y | +385.1% | +24.1% | +361.0% | +312.6% |
| 5Y | +460.5% | +7.8% | +452.7% | +389.3% |
| All | +1,645.6% | +19.3% | +1,626.3% | +1,111.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling