+302,042.6%
LRCX vs DD
+959.7%
+301,082.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | +10.4% | -0.6% | +11.0% | +10.7% |
| 30D | +2.9% | -7.4% | +10.3% | +7.1% |
| 3M | -1.2% | -6.4% | +5.3% | +2.2% |
| 6M | +60.9% | -2.5% | +63.3% | +63.4% |
| YTD | +87.5% | +10.2% | +77.3% | +78.4% |
| 1Y | +206.6% | +36.9% | +169.7% | +160.3% |
| 3Y | +392.1% | +47.0% | +345.1% | +297.7% |
| 5Y | +478.4% | +63.1% | +415.3% | +347.5% |
| 10Y | +3,821.0% | +68.2% | +3,752.8% | +2,764.0% |
| All | +302,042.6% | +959.7% | +301,082.8% | +70,207.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling