+3,549.0%
LRCX vs DD
+66.6%
+3,482.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.2% |
| 7D | -3.1% | -3.5% | +0.4% | -0.7% |
| 30D | -8.6% | -11.7% | +3.1% | -0.5% |
| 3M | -17.7% | -9.2% | -8.4% | -12.3% |
| 6M | +36.4% | -7.2% | +43.5% | +43.7% |
| YTD | +74.5% | +6.6% | +67.9% | +66.6% |
| 1Y | +159.4% | +32.0% | +127.4% | +113.3% |
| 3Y | +361.6% | +42.1% | +319.5% | +252.1% |
| 5Y | +425.2% | +58.1% | +367.2% | +272.5% |
| All | +3,549.0% | +66.6% | +3,482.5% | +2,160.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling