+361.6%
LRCX vs DGX
+96.4%
+265.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.2% |
| 7D | -3.1% | -0.9% | -2.2% | -3.1% |
| 30D | -8.6% | -1.2% | -7.4% | -8.6% |
| 3M | -17.7% | +15.8% | -33.4% | -16.9% |
| 6M | +36.4% | +18.2% | +18.2% | +37.7% |
| YTD | +74.5% | +37.2% | +37.3% | +75.9% |
| 1Y | +159.4% | +30.4% | +129.1% | +161.5% |
| 3Y | +361.6% | +96.7% | +264.9% | +374.9% |
| All | +361.6% | +96.4% | +265.2% | +374.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling