+456.3%
LRCX vs DLR
+41.8%
+414.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +9.5% | +2.9% | +6.6% | +7.6% |
| 30D | +3.1% | -1.2% | +4.2% | +4.0% |
| 3M | -3.4% | +2.9% | -6.3% | -5.7% |
| 6M | +49.7% | +6.7% | +43.0% | +43.3% |
| YTD | +84.9% | +23.9% | +61.0% | +61.7% |
| 1Y | +200.8% | +18.6% | +182.2% | +169.8% |
| 3Y | +385.1% | +59.7% | +325.4% | +260.2% |
| All | +456.3% | +41.8% | +414.5% | +317.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling