+3,406.8%
LITE vs LRCX
+3,259.8%
+147.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +10.4% | +0.3% | +3.9% |
| 7D | -12.9% | -2.7% | -10.1% | -10.6% |
| 30D | -46.0% | -30.6% | -15.4% | -30.3% |
| 3M | -33.0% | -28.8% | -4.2% | -14.3% |
| 6M | -34.0% | -24.6% | -9.4% | -18.7% |
| YTD | +61.7% | +29.7% | +32.1% | +43.0% |
| 1Y | +148.3% | +39.5% | +108.8% | +112.8% |
| 3Y | +1,408.5% | +248.9% | +1,159.6% | +676.7% |
| 5Y | +546.2% | +274.3% | +271.8% | +202.0% |
| 10Y | +1,533.3% | +2,479.7% | -946.4% | +165.2% |
| All | +3,406.8% | +3,259.8% | +147.1% | +471.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling