+10,100.5%
LRCX vs DG
+606.1%
+9,494.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.5% | +3.6% | +4.8% |
| 7D | +1.9% | +8.4% | -6.5% | +0.1% |
| 30D | +0.1% | +4.9% | -4.9% | -1.1% |
| 3M | -8.5% | +29.3% | -37.8% | -14.3% |
| 6M | +38.1% | -11.3% | +49.3% | +40.5% |
| YTD | +80.1% | +1.8% | +78.3% | +77.1% |
| 1Y | +208.1% | +25.3% | +182.7% | +185.7% |
| 3Y | +350.2% | +9.1% | +341.1% | +311.0% |
| 5Y | +430.7% | -34.9% | +465.6% | +466.6% |
| 10Y | +3,633.2% | +108.2% | +3,525.1% | +2,769.6% |
| All | +10,100.5% | +606.1% | +9,494.4% | +5,333.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling