+388.9%
LRCX vs AA
+82.1%
+306.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -0.7% |
| 7D | +9.5% | -0.6% | +10.2% | +9.8% |
| 30D | +3.1% | -1.6% | +4.6% | +3.2% |
| 3M | -3.4% | -29.8% | +26.4% | +9.2% |
| 6M | +49.7% | -16.6% | +66.3% | +56.8% |
| YTD | +84.9% | -4.0% | +88.9% | +83.3% |
| 1Y | +200.8% | +63.5% | +137.3% | +143.5% |
| All | +388.9% | +82.1% | +306.8% | +267.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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