+3,549.0%
LRCX vs ADP
+286.3%
+3,262.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.5% |
| 7D | -3.1% | -2.8% | -0.3% | -1.6% |
| 30D | -8.6% | +0.2% | -8.8% | -9.2% |
| 3M | -17.7% | +20.5% | -38.2% | -30.2% |
| 6M | +36.4% | +28.8% | +7.6% | +7.1% |
| YTD | +74.5% | +6.6% | +67.9% | +57.0% |
| 1Y | +159.4% | -6.9% | +166.3% | +157.7% |
| 3Y | +361.6% | +16.1% | +345.5% | +272.6% |
| 5Y | +425.2% | +49.3% | +375.9% | +240.4% |
| All | +3,549.0% | +286.3% | +3,262.8% | +1,212.3% |
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