+1,590.6%
LRCX vs DT
+97.2%
+1,493.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.1% | +7.3% | +5.3% |
| 7D | +10.4% | -4.9% | +15.3% | +12.2% |
| 30D | +2.9% | +2.7% | +0.2% | +1.5% |
| 3M | -1.2% | +20.0% | -21.1% | -9.0% |
| 6M | +60.9% | +28.0% | +32.8% | +41.1% |
| YTD | +87.5% | +16.0% | +71.5% | +69.2% |
| 1Y | +206.6% | +0.7% | +205.9% | +192.0% |
| 3Y | +392.1% | +6.2% | +385.9% | +348.8% |
| 5Y | +478.4% | -28.1% | +506.6% | +477.3% |
| All | +1,590.6% | +97.2% | +1,493.4% | +896.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling