+361.6%
LRCX vs DHR
-7.0%
+368.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -3.1% | -3.6% | +0.6% | -1.7% |
| 30D | -8.6% | -2.7% | -5.8% | -7.8% |
| 3M | -17.7% | +10.9% | -28.6% | -23.1% |
| 6M | +36.4% | +3.0% | +33.3% | +31.8% |
| YTD | +74.5% | -12.2% | +86.7% | +83.7% |
| 1Y | +159.4% | +3.3% | +156.1% | +148.6% |
| 3Y | +361.6% | -8.2% | +369.8% | +335.8% |
| All | +361.6% | -7.0% | +368.6% | +335.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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