+460.5%
LRCX vs ADP
+43.9%
+416.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | +9.5% | -5.7% | +15.2% | +11.3% |
| 30D | +3.1% | -3.1% | +6.2% | +3.8% |
| 3M | -3.4% | +15.6% | -19.0% | -10.7% |
| 6M | +49.7% | +20.8% | +28.9% | +33.6% |
| YTD | +84.9% | +4.7% | +80.1% | +80.4% |
| 1Y | +200.8% | -8.3% | +209.1% | +221.0% |
| 3Y | +385.1% | +13.6% | +371.5% | +328.9% |
| 5Y | +460.5% | +45.0% | +415.5% | +293.7% |
| All | +460.5% | +43.9% | +416.6% | +293.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling