+10,523.9%
LRCX vs DG
+577.8%
+9,946.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.0% | +8.2% | +5.0% |
| 7D | +10.4% | -2.5% | +12.9% | +11.0% |
| 30D | +2.9% | +1.0% | +1.9% | +2.5% |
| 3M | -1.2% | +20.3% | -21.5% | -6.1% |
| 6M | +60.9% | -11.7% | +72.6% | +63.6% |
| YTD | +87.5% | -2.3% | +89.9% | +85.9% |
| 1Y | +206.6% | +20.0% | +186.6% | +186.9% |
| 3Y | +392.1% | +7.2% | +384.9% | +349.4% |
| 5Y | +478.4% | -37.9% | +516.4% | +524.3% |
| 10Y | +3,821.0% | +107.3% | +3,713.7% | +2,912.7% |
| All | +10,523.9% | +577.8% | +9,946.1% | +5,606.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling