+416.0%
LRCX vs DTE
+30.3%
+385.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -3.1% | -2.6% | -0.5% | -2.8% |
| 30D | -8.6% | -4.4% | -4.2% | -8.2% |
| 3M | -17.7% | -8.3% | -9.3% | -17.3% |
| 6M | +36.4% | -8.1% | +44.4% | +36.9% |
| YTD | +74.5% | +4.4% | +70.1% | +72.0% |
| 1Y | +159.4% | +0.2% | +159.3% | +157.1% |
| 3Y | +361.6% | +42.6% | +319.0% | +321.6% |
| All | +416.0% | +30.3% | +385.8% | +384.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling