+42.8%
LRCX vs DTE
+5.6%
+37.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.4% | -6.5% | -3.0% |
| 7D | -12.8% | +4.2% | -17.0% | -11.2% |
| 30D | -36.0% | +10.0% | -46.0% | -33.7% |
| 3M | -30.2% | -2.1% | -28.2% | -29.9% |
| 6M | -14.2% | -4.7% | -9.6% | -14.5% |
| YTD | +29.7% | +9.3% | +20.4% | +25.7% |
| 1Y | +42.8% | +6.6% | +36.2% | +39.6% |
| All | +42.8% | +5.6% | +37.2% | +39.6% |
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