+388.9%
LRCX vs DLR
+58.6%
+330.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +9.5% | +2.9% | +6.6% | +7.5% |
| 30D | +3.1% | -1.2% | +4.2% | +4.0% |
| 3M | -3.4% | +2.9% | -6.3% | -5.8% |
| 6M | +49.7% | +6.7% | +43.0% | +42.8% |
| YTD | +84.9% | +23.9% | +61.0% | +60.1% |
| 1Y | +200.8% | +18.6% | +182.2% | +167.3% |
| All | +388.9% | +58.6% | +330.2% | +256.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling