+42.8%
LRCX vs DFNS
-99.6%
+142.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -18.3% | +14.3% | -4.0% |
| 7D | -12.8% | -27.7% | +14.9% | -12.7% |
| 30D | -36.0% | -58.0% | +22.0% | -35.9% |
| 3M | -30.2% | -94.0% | +63.7% | -30.4% |
| 6M | -14.2% | -94.6% | +80.4% | -3.2% |
| YTD | +29.7% | -99.4% | +129.2% | +62.6% |
| 1Y | +42.8% | -99.6% | +142.4% | +87.3% |
| All | +42.8% | -99.6% | +142.4% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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