+351.0%
LRCX vs DOC
+20.8%
+330.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +5.6% |
| 7D | +1.9% | -1.5% | +3.4% | +2.3% |
| 30D | +0.1% | -4.8% | +4.8% | +1.3% |
| 3M | -8.5% | +6.9% | -15.4% | -11.0% |
| 6M | +38.1% | +20.7% | +17.3% | +28.7% |
| YTD | +80.1% | +34.1% | +45.9% | +62.6% |
| 1Y | +208.1% | +22.6% | +185.4% | +185.3% |
| All | +351.0% | +20.8% | +330.2% | +286.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling