+805.1%
LRCX vs DFNS
-99.9%
+905.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +5.1% |
| 7D | +1.9% | -16.0% | +17.9% | +1.9% |
| 30D | +0.1% | -77.7% | +77.8% | +0.1% |
| 3M | -8.5% | -77.2% | +68.7% | -8.3% |
| 6M | +38.1% | -95.2% | +133.2% | +38.6% |
| YTD | +80.1% | -98.0% | +178.0% | +81.0% |
| 1Y | +208.1% | -98.3% | +306.3% | +209.7% |
| 3Y | +350.2% | -99.9% | +450.1% | +340.4% |
| 5Y | +430.7% | -99.9% | +530.5% | +481.7% |
| All | +805.1% | -99.9% | +905.0% | +948.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling