+1,003.0%
BE vs LRCX
+1,814.7%
-811.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.1% | +6.6% | +6.6% |
| 7D | +9.0% | -3.1% | +12.1% | +11.7% |
| 30D | +16.3% | -8.6% | +24.8% | +23.9% |
| 3M | +10.8% | -17.7% | +28.5% | +29.0% |
| 6M | +73.2% | +36.4% | +36.8% | +42.1% |
| YTD | +217.4% | +74.5% | +142.8% | +122.8% |
| 1Y | +309.8% | +159.4% | +150.3% | +128.6% |
| 3Y | +1,726.2% | +361.6% | +1,364.6% | +544.7% |
| 5Y | +1,306.2% | +425.2% | +880.9% | +332.2% |
| All | +1,003.0% | +1,814.7% | -811.7% | +91.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling