+246.2%
LRCX vs DOC
-21.4%
+267.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.7% | +7.5% | +8.0% |
| 7D | -16.2% | +6.5% | -22.6% | -18.0% |
| 30D | -39.2% | +9.2% | -48.3% | -41.3% |
| 3M | -34.4% | -2.5% | -31.9% | -34.0% |
| 6M | -32.4% | +7.1% | -39.5% | -35.3% |
| YTD | +17.4% | +33.0% | -15.6% | +1.9% |
| 1Y | +24.2% | +23.3% | +0.9% | +11.0% |
| 3Y | +221.6% | +44.9% | +176.6% | +156.8% |
| All | +246.2% | -21.4% | +267.6% | +310.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling