+45.8%
LRCX vs DT
+33.6%
+12.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.8% | +4.7% |
| 7D | +1.9% | -3.3% | +5.2% | +1.0% |
| 30D | +0.1% | +2.0% | -2.0% | +1.0% |
| 3M | -8.5% | +20.0% | -28.5% | -1.6% |
| All | +45.8% | +33.6% | +12.2% | +59.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling