+4.4%
GOOGL vs LRCX
+42.9%
-38.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.0% | +7.2% | +3.6% |
| 7D | -11.1% | -12.8% | +1.7% | -9.7% |
| 30D | -16.6% | -36.0% | +19.4% | -12.6% |
| 3M | -23.4% | -30.2% | +6.8% | -20.7% |
| 6M | -24.5% | -14.2% | -10.3% | -27.2% |
| YTD | -7.5% | +29.7% | -37.2% | -21.6% |
| 1Y | +4.4% | +42.8% | -38.4% | -15.5% |
| All | +4.4% | +42.9% | -38.6% | -15.5% |
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