+562.0%
LRCX vs ABCL
-81.3%
+643.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.3% |
| 7D | +1.9% | +0.7% | +1.2% | +1.8% |
| 30D | +0.1% | +93.1% | -93.0% | -13.3% |
| 3M | -8.5% | +79.4% | -87.9% | -19.9% |
| 6M | +38.1% | +214.9% | -176.8% | +7.9% |
| YTD | +80.1% | +234.2% | -154.1% | +37.7% |
| 1Y | +208.1% | +174.8% | +33.3% | +142.8% |
| 3Y | +350.2% | +104.5% | +245.7% | +248.8% |
| 5Y | +430.7% | -39.0% | +469.7% | +361.9% |
| All | +562.0% | -81.3% | +643.3% | +516.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling