+350.2%
AMD vs LRCX
+369.2%
-19.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.1% | -0.4% | +0.9% |
| 7D | +2.6% | +1.9% | +0.7% | +1.1% |
| 30D | -0.9% | +0.1% | -1.0% | -1.6% |
| 3M | -8.7% | -8.5% | -0.2% | -4.3% |
| 6M | +136.3% | +38.1% | +98.3% | +83.6% |
| YTD | +123.0% | +80.1% | +42.9% | +40.4% |
| 1Y | +195.2% | +208.1% | -12.9% | +22.2% |
| All | +350.2% | +369.2% | -19.1% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LRCX.
Daily Out/Under-Performance
Portfolio return minus LRCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LRCX 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 3y: compounded portfolio wealth divided by compounded LRCX 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…
3y analysis · Full analysis span regression · 6 months rolling