+379.1%
LRCX vs ABCL
-79.6%
+458.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -3.6% | +2.3% | -5.9% | -3.7% |
| 30D | -30.3% | -0.7% | -29.6% | -29.9% |
| 3M | -27.3% | +33.4% | -60.7% | -31.5% |
| 6M | -24.2% | +137.8% | -162.0% | -37.6% |
| YTD | +30.3% | +264.3% | -234.0% | -2.0% |
| 1Y | +34.3% | +209.2% | -174.9% | +3.9% |
| 3Y | +232.6% | +208.4% | +24.2% | +141.3% |
| 5Y | +286.2% | -11.9% | +298.1% | +223.2% |
| All | +379.1% | -79.6% | +458.6% | +338.9% |
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 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