+3,549.0%
LRCX vs DG
+101.8%
+3,447.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | -3.1% | -6.5% | +3.4% | -1.8% |
| 30D | -8.6% | +4.2% | -12.7% | -9.5% |
| 3M | -17.7% | +9.5% | -27.2% | -20.1% |
| 6M | +36.4% | -13.1% | +49.5% | +39.3% |
| YTD | +74.5% | -4.8% | +79.4% | +74.1% |
| 1Y | +159.4% | +20.6% | +138.8% | +142.3% |
| 3Y | +361.6% | +4.9% | +356.6% | +323.1% |
| 5Y | +425.2% | -37.9% | +463.1% | +488.9% |
| All | +3,549.0% | +101.8% | +3,447.3% | +2,661.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling