+2,611.3%
LRCX vs ACM
+131.3%
+2,479.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +26.2% | +5.1% | +21.2% | +22.8% |
| 30D | -22.4% | +18.7% | -41.0% | -29.8% |
| 3M | -28.2% | +15.5% | -43.7% | -34.9% |
| 6M | -19.0% | +1.2% | -20.2% | -22.4% |
| YTD | +37.0% | -25.2% | +62.2% | +56.3% |
| 1Y | +45.5% | -46.3% | +91.8% | +104.1% |
| 3Y | +249.7% | -9.6% | +259.2% | +246.3% |
| 5Y | +293.9% | +4.4% | +289.5% | +256.2% |
| All | +2,611.3% | +131.3% | +2,479.9% | +1,390.5% |
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