+579.7%
LRCX vs ABCL
-81.9%
+661.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.8% |
| 7D | +9.5% | -2.7% | +12.3% | +10.1% |
| 30D | +3.1% | +18.3% | -15.2% | -0.6% |
| 3M | -3.4% | +108.5% | -111.9% | -17.9% |
| 6M | +49.7% | +213.9% | -164.2% | +17.0% |
| YTD | +84.9% | +223.1% | -138.2% | +42.2% |
| 1Y | +200.8% | +160.6% | +40.2% | +139.4% |
| 3Y | +385.1% | +104.3% | +280.8% | +276.0% |
| 5Y | +460.5% | -40.0% | +500.5% | +390.0% |
| All | +579.7% | -81.9% | +661.5% | +536.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ABCL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling