+1,473.5%
LRCX vs DT
+100.3%
+1,373.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -3.1% | -1.6% | -1.5% | -2.6% |
| 30D | -8.6% | +3.0% | -11.6% | -9.9% |
| 3M | -17.7% | +26.5% | -44.2% | -25.7% |
| 6M | +36.4% | +35.9% | +0.4% | +16.8% |
| YTD | +74.5% | +17.8% | +56.7% | +56.6% |
| 1Y | +159.4% | +4.1% | +155.4% | +144.0% |
| 3Y | +361.6% | +5.3% | +356.3% | +322.8% |
| 5Y | +425.2% | -27.2% | +452.4% | +421.5% |
| All | +1,473.5% | +100.3% | +1,373.2% | +822.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling