+304.3%
LRCX vs ACM
+4.8%
+299.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.4% |
| 7D | +6.5% | +3.0% | +3.5% | +5.2% |
| 30D | -23.8% | +19.7% | -43.5% | -31.0% |
| 3M | -24.2% | +5.3% | -29.5% | -27.4% |
| 6M | -20.2% | -10.8% | -9.4% | -16.8% |
| YTD | +38.2% | -25.1% | +63.3% | +60.5% |
| 1Y | +48.9% | -45.8% | +94.7% | +119.5% |
| 3Y | +252.8% | -9.4% | +262.2% | +233.3% |
| 5Y | +304.3% | +4.8% | +299.5% | +232.0% |
| All | +304.3% | +4.8% | +299.5% | +232.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling