+3,549.0%
LRCX vs DTE
+137.8%
+3,411.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | -3.1% | -2.6% | -0.5% | -2.0% |
| 30D | -8.6% | -4.4% | -4.2% | -6.8% |
| 3M | -17.7% | -8.3% | -9.3% | -15.0% |
| 6M | +36.4% | -8.1% | +44.4% | +40.0% |
| YTD | +74.5% | +4.4% | +70.1% | +68.9% |
| 1Y | +159.4% | +0.2% | +159.3% | +155.3% |
| 3Y | +361.6% | +42.6% | +319.0% | +270.3% |
| 5Y | +425.2% | +31.5% | +393.8% | +332.0% |
| All | +3,549.0% | +137.8% | +3,411.2% | +2,113.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling