+277.1%
LRCX vs DD
+67.2%
+209.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -2.9% |
| 7D | +12.7% | +5.0% | +7.8% | +8.8% |
| 30D | -21.3% | +19.7% | -41.0% | -31.4% |
| 3M | -32.9% | +7.2% | -40.1% | -36.4% |
| 6M | -23.4% | +1.0% | -24.4% | -24.0% |
| YTD | +32.4% | +29.1% | +3.3% | +8.1% |
| 1Y | +48.0% | +28.5% | +19.6% | +21.3% |
| 3Y | +243.9% | +89.4% | +154.5% | +100.2% |
| All | +277.1% | +67.2% | +209.8% | +140.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling