+367.0%
LRCX vs ACGL
+35.2%
+331.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.9% | +4.8% |
| 7D | +1.9% | -0.7% | +2.7% | +1.8% |
| 30D | +0.1% | -1.0% | +1.1% | -0.1% |
| 3M | -8.5% | +11.0% | -19.5% | -7.9% |
| 6M | +38.1% | -0.3% | +38.4% | +38.9% |
| YTD | +80.1% | +2.3% | +77.8% | +80.9% |
| 1Y | +208.1% | +6.4% | +201.7% | +208.6% |
| All | +367.0% | +35.2% | +331.9% | +351.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 3y: compounded portfolio wealth divided by compounded ACGL 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…
3y analysis · Full analysis span regression · 6 months rolling