+248.9%
LRCX vs ACGL
+35.1%
+213.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.8% | +9.6% | +10.6% |
| 7D | -2.7% | -1.1% | -1.7% | -3.0% |
| 30D | -30.6% | +13.1% | -43.7% | -28.0% |
| 3M | -28.8% | +9.8% | -38.6% | -26.6% |
| 6M | -24.6% | +15.3% | -39.9% | -21.6% |
| YTD | +29.7% | +12.7% | +16.9% | +34.7% |
| 1Y | +39.5% | +20.7% | +18.8% | +44.4% |
| 3Y | +248.9% | +34.3% | +214.6% | +282.3% |
| All | +248.9% | +35.1% | +213.8% | +282.3% |
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