+259.1%
LRCX vs ADP
+44.7%
+214.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +6.2% |
| 7D | +6.5% | +0.9% | +5.6% | +7.1% |
| 30D | -23.8% | +11.9% | -35.7% | -19.8% |
| 3M | -24.2% | +13.7% | -37.9% | -19.5% |
| 6M | -20.2% | +46.8% | -66.9% | -12.5% |
| YTD | +38.2% | +21.8% | +16.4% | +61.3% |
| 1Y | +48.9% | +23.5% | +25.3% | +72.2% |
| All | +259.1% | +44.7% | +214.4% | +295.5% |
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