+42.8%
LRCX vs DD
+49.3%
-6.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -2.8% |
| 7D | -12.8% | +8.7% | -21.5% | -18.0% |
| 30D | -36.0% | +15.3% | -51.3% | -42.7% |
| 3M | -30.2% | +5.9% | -36.2% | -33.4% |
| 6M | -14.2% | +11.6% | -25.8% | -20.9% |
| YTD | +29.7% | +26.5% | +3.2% | +5.8% |
| 1Y | +42.8% | +35.4% | +7.4% | +10.5% |
| All | +42.8% | +49.3% | -6.5% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling