+460.5%
LRCX vs AA
+15.6%
+444.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -0.8% |
| 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% | +8.0% |
| 6M | +49.7% | -16.6% | +66.3% | +56.4% |
| YTD | +84.9% | -4.0% | +88.9% | +84.0% |
| 1Y | +200.8% | +63.5% | +137.3% | +149.8% |
| 3Y | +385.1% | +86.8% | +298.3% | +267.8% |
| 5Y | +460.5% | +12.4% | +448.1% | +382.8% |
| All | +460.5% | +15.6% | +444.9% | +382.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling