+416.0%
LRCX vs DVA
+46.8%
+369.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | +0.1% |
| 7D | -3.1% | -1.3% | -1.7% | -2.9% |
| 30D | -8.6% | 0.0% | -8.6% | -8.6% |
| 3M | -17.7% | -10.9% | -6.7% | -17.0% |
| 6M | +36.4% | +17.3% | +19.1% | +32.3% |
| YTD | +74.5% | +59.8% | +14.7% | +62.2% |
| 1Y | +159.4% | +36.3% | +123.2% | +146.7% |
| 3Y | +361.6% | +88.6% | +273.0% | +310.8% |
| All | +416.0% | +46.8% | +369.2% | +381.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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