+361.6%
LRCX vs DG
+4.6%
+357.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | -3.1% | -6.5% | +3.4% | -3.3% |
| 30D | -8.6% | +4.2% | -12.7% | -8.4% |
| 3M | -17.7% | +9.5% | -27.2% | -17.5% |
| 6M | +36.4% | -13.1% | +49.5% | +36.2% |
| YTD | +74.5% | -4.8% | +79.4% | +74.6% |
| 1Y | +159.4% | +20.6% | +138.8% | +160.9% |
| 3Y | +361.6% | +4.9% | +356.6% | +393.9% |
| All | +361.6% | +4.6% | +357.0% | +393.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling