+149.6%
GOOGL vs LRCX
+354.8%
-205.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | 0.0% | -3.1% | +3.1% | +0.6% |
| 30D | -1.4% | -8.6% | +7.1% | +0.2% |
| 3M | -5.3% | -17.7% | +12.4% | -3.0% |
| 6M | +9.8% | +36.4% | -26.6% | -3.2% |
| YTD | +8.4% | +74.5% | -66.2% | -12.2% |
| 1Y | +41.2% | +159.4% | -118.3% | +1.3% |
| 3Y | +149.6% | +361.6% | -212.0% | +35.4% |
| All | +149.6% | +354.8% | -205.2% | +35.4% |
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