+589.5%
LRCX vs ABCL
-81.2%
+670.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +10.4% | +1.4% | +9.0% | +10.1% |
| 30D | +2.9% | +65.1% | -62.2% | -7.9% |
| 3M | -1.2% | +111.1% | -112.2% | -16.2% |
| 6M | +60.9% | +231.6% | -170.7% | +24.5% |
| YTD | +87.5% | +234.5% | -147.0% | +43.4% |
| 1Y | +206.6% | +174.3% | +32.3% | +141.8% |
| 3Y | +392.1% | +111.5% | +280.6% | +279.1% |
| 5Y | +478.4% | -37.3% | +515.7% | +402.0% |
| All | +589.5% | -81.2% | +670.8% | +542.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling