+2,611.3%
LRCX vs ADP
+319.4%
+2,291.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.2% |
| 7D | +26.2% | +0.3% | +26.0% | +25.9% |
| 30D | -22.4% | +11.6% | -34.0% | -28.2% |
| 3M | -28.2% | +15.1% | -43.3% | -35.6% |
| 6M | -19.0% | +46.0% | -65.1% | -41.0% |
| YTD | +37.0% | +22.4% | +14.6% | +11.5% |
| 1Y | +45.5% | +24.5% | +21.0% | +16.3% |
| 3Y | +249.7% | +44.8% | +204.9% | +138.9% |
| 5Y | +293.9% | +49.1% | +244.8% | +160.3% |
| All | +2,611.3% | +319.4% | +2,291.8% | +744.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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