+2,520.1%
LRCX vs ACM
+132.6%
+2,387.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -3.9% | -3.7% |
| 7D | +12.7% | +5.6% | +7.1% | +9.3% |
| 30D | -21.3% | +20.8% | -42.1% | -29.5% |
| 3M | -32.9% | +11.4% | -44.3% | -37.8% |
| 6M | -23.4% | +0.9% | -24.3% | -26.5% |
| YTD | +32.4% | -24.8% | +57.2% | +50.5% |
| 1Y | +48.0% | -46.4% | +94.5% | +108.1% |
| 3Y | +243.9% | -9.2% | +253.2% | +240.0% |
| 5Y | +280.6% | +5.0% | +275.6% | +243.0% |
| All | +2,520.1% | +132.6% | +2,387.5% | +1,335.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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