+3,549.0%
LRCX vs DLR
+177.5%
+3,371.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.9% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -8.6% | -4.3% | -4.2% | -6.2% |
| 3M | -17.7% | +3.8% | -21.5% | -19.8% |
| 6M | +36.4% | +5.8% | +30.5% | +31.8% |
| YTD | +74.5% | +23.5% | +51.0% | +55.4% |
| 1Y | +159.4% | +11.1% | +148.4% | +144.6% |
| 3Y | +361.6% | +57.9% | +303.7% | +257.4% |
| 5Y | +425.2% | +44.0% | +381.3% | +315.2% |
| All | +3,549.0% | +177.5% | +3,371.6% | +2,027.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling