+213,159.2%
LRCX vs ADP
+12,480.3%
+200,679.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.0% | -3.8% |
| 7D | +12.7% | +2.2% | +10.5% | +11.1% |
| 30D | -21.3% | +10.6% | -31.8% | -27.5% |
| 3M | -32.9% | +12.9% | -45.8% | -39.8% |
| 6M | -23.4% | +50.6% | -74.0% | -46.4% |
| YTD | +32.4% | +23.2% | +9.2% | +4.0% |
| 1Y | +48.0% | +25.3% | +22.8% | +14.6% |
| 3Y | +243.9% | +47.1% | +196.8% | +131.8% |
| 5Y | +280.6% | +50.1% | +230.6% | +153.0% |
| 10Y | +2,547.5% | +323.6% | +2,223.9% | +742.1% |
| All | +213,159.2% | +12,480.3% | +200,679.0% | +6,712.4% |
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