+1,751.6%
LRCX vs DOW
-15.2%
+1,766.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.5% | -6.0% |
| 7D | +1.8% | -2.4% | +4.2% | +2.8% |
| 30D | -4.3% | -4.1% | -0.2% | -3.0% |
| 3M | -7.3% | -12.4% | +5.1% | -3.4% |
| 6M | +38.6% | -10.6% | +49.2% | +38.0% |
| YTD | +74.4% | +31.1% | +43.3% | +39.5% |
| 1Y | +179.1% | +30.5% | +148.6% | +121.0% |
| 3Y | +357.7% | -34.4% | +392.1% | +411.1% |
| 5Y | +424.9% | -35.5% | +460.4% | +487.6% |
| All | +1,751.6% | -15.2% | +1,766.8% | +1,403.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded DOW 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling