+392.1%
LRCX vs ADP
+13.9%
+378.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.6% | +3.3% |
| 7D | +10.4% | -5.5% | +15.9% | +9.1% |
| 30D | +2.9% | -1.2% | +4.2% | +2.8% |
| 3M | -1.2% | +17.9% | -19.0% | +1.0% |
| 6M | +60.9% | +20.3% | +40.5% | +65.4% |
| YTD | +87.5% | +5.8% | +81.7% | +102.0% |
| 1Y | +206.6% | -7.7% | +214.4% | +250.4% |
| 3Y | +392.1% | +14.7% | +377.4% | +435.3% |
| All | +392.1% | +13.9% | +378.2% | +435.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling