+416.0%
LRCX vs DGX
+66.8%
+349.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.2% |
| 7D | -3.1% | -0.9% | -2.2% | -2.9% |
| 30D | -8.6% | -1.2% | -7.4% | -8.4% |
| 3M | -17.7% | +15.8% | -33.4% | -20.2% |
| 6M | +36.4% | +18.2% | +18.2% | +31.3% |
| YTD | +74.5% | +37.2% | +37.3% | +61.2% |
| 1Y | +159.4% | +30.4% | +129.1% | +141.9% |
| 3Y | +361.6% | +96.7% | +264.9% | +262.8% |
| All | +416.0% | +66.8% | +349.3% | +309.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling