+416.0%
LRCX vs DG
-37.9%
+453.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -3.1% | -6.5% | +3.4% | -2.6% |
| 30D | -8.6% | +4.2% | -12.7% | -8.9% |
| 3M | -17.7% | +9.5% | -27.2% | -18.7% |
| 6M | +36.4% | -13.1% | +49.5% | +37.7% |
| YTD | +74.5% | -4.8% | +79.4% | +74.5% |
| 1Y | +159.4% | +20.6% | +138.8% | +152.4% |
| 3Y | +361.6% | +4.9% | +356.6% | +351.0% |
| All | +416.0% | -37.9% | +453.9% | +488.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling