+336.8%
AVGO vs LRCX
+354.8%
-18.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +1.1% | -3.1% | +4.2% | +2.9% |
| 30D | -13.0% | -8.6% | -4.4% | -8.8% |
| 3M | -6.0% | -17.7% | +11.7% | +1.1% |
| 6M | +6.4% | +36.4% | -30.0% | -20.2% |
| YTD | +5.0% | +74.5% | -69.6% | -36.3% |
| 1Y | +1.4% | +159.4% | -158.1% | -55.4% |
| 3Y | +336.8% | +361.6% | -24.8% | +18.9% |
| All | +336.8% | +354.8% | -18.0% | +18.9% |
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