+12.7%
LRCX vs DOC
+21.7%
-9.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -0.2% | -16.1% | -16.4% |
| 7D | -27.2% | +6.2% | -33.4% | -27.2% |
| 30D | -44.5% | +6.5% | -51.0% | -44.4% |
| 3M | -39.7% | -6.2% | -33.5% | -38.6% |
| 6M | -32.7% | +25.6% | -58.3% | -37.6% |
| YTD | +8.5% | +32.1% | -23.6% | +2.2% |
| 1Y | +12.7% | +20.3% | -7.6% | +4.9% |
| All | +12.7% | +21.7% | -9.0% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling