+18,246.4%
LRCX vs DVA
+5,166.5%
+13,080.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.1% | -1.7% |
| 7D | +9.5% | +2.0% | +7.5% | +9.1% |
| 30D | +3.1% | -0.4% | +3.5% | +3.1% |
| 3M | -3.4% | -7.7% | +4.3% | -2.6% |
| 6M | +49.7% | +20.0% | +29.7% | +43.2% |
| YTD | +84.9% | +61.1% | +23.8% | +65.9% |
| 1Y | +200.8% | +33.9% | +167.0% | +178.9% |
| 3Y | +385.1% | +91.5% | +293.5% | +311.2% |
| 5Y | +460.5% | +41.8% | +418.7% | +391.2% |
| 10Y | +3,866.3% | +187.5% | +3,678.7% | +2,887.4% |
| All | +18,246.4% | +5,166.5% | +13,080.0% | +6,168.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling