+208.1%
LRCX vs DTE
+3.0%
+205.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +4.9% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | +0.1% | -2.6% | +2.6% | -0.6% |
| 3M | -8.5% | -3.9% | -4.6% | -10.2% |
| 6M | +38.1% | -7.9% | +46.0% | +36.1% |
| YTD | +80.1% | +7.2% | +72.9% | +74.0% |
| 1Y | +208.1% | +3.1% | +205.0% | +208.4% |
| All | +208.1% | +3.0% | +205.0% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling