+42.8%
LRCX vs DGX
+45.0%
-2.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.5% | -7.5% | -2.7% |
| 7D | -12.8% | +4.1% | -16.9% | -11.4% |
| 30D | -36.0% | +10.5% | -46.5% | -33.4% |
| 3M | -30.2% | +9.8% | -40.0% | -27.5% |
| 6M | -14.2% | +34.6% | -48.8% | -5.3% |
| YTD | +29.7% | +49.8% | -20.1% | +49.6% |
| 1Y | +42.8% | +46.0% | -3.2% | +63.2% |
| All | +42.8% | +45.0% | -2.2% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling