+159.4%
LRCX vs DD
+34.9%
+124.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.3% |
| 7D | -3.1% | -3.5% | +0.4% | -0.5% |
| 30D | -8.6% | -11.7% | +3.1% | 0.0% |
| 3M | -17.7% | -9.2% | -8.4% | -11.9% |
| 6M | +36.4% | -7.2% | +43.5% | +44.4% |
| YTD | +74.5% | +6.6% | +67.9% | +68.9% |
| 1Y | +159.4% | +32.0% | +127.4% | +117.0% |
| All | +159.4% | +34.9% | +124.6% | +117.0% |
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