+290,000.9%
LRCX vs ADP
+11,097.1%
+278,903.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.1% | +7.2% | +6.5% |
| 7D | +1.9% | -3.4% | +5.3% | +4.3% |
| 30D | +0.1% | +2.8% | -2.7% | -2.3% |
| 3M | -8.5% | +20.9% | -29.4% | -23.1% |
| 6M | +38.1% | +29.9% | +8.2% | +7.1% |
| YTD | +80.1% | +9.6% | +70.4% | +56.6% |
| 1Y | +208.1% | -5.3% | +213.3% | +195.0% |
| 3Y | +350.2% | +16.5% | +333.7% | +264.4% |
| 5Y | +430.7% | +49.4% | +381.3% | +259.5% |
| 10Y | +3,633.2% | +282.2% | +3,351.0% | +1,201.2% |
| All | +290,000.9% | +11,097.1% | +278,903.7% | +10,157.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling