+17.8%
AVGO vs LRCX
+216.8%
-199.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -1.8% |
| 7D | -3.0% | +1.9% | -4.9% | -3.8% |
| 30D | -14.4% | +0.1% | -14.5% | -14.6% |
| 3M | -14.4% | -8.5% | -5.9% | -13.8% |
| 6M | +13.1% | +38.1% | -24.9% | -5.7% |
| YTD | +3.8% | +80.1% | -76.3% | -25.4% |
| 1Y | +17.8% | +208.1% | -190.3% | -23.0% |
| All | +17.8% | +216.8% | -199.0% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling