+208.5%
LRCX vs ADVB
-95.9%
+304.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +42.7% | -43.6% | -1.9% |
| 7D | +26.2% | +74.2% | -48.0% | +24.4% |
| 30D | -22.4% | -35.9% | +13.5% | -22.4% |
| 3M | -28.2% | -56.4% | +28.2% | -28.1% |
| 6M | -19.0% | -36.7% | +17.7% | -19.9% |
| YTD | +37.0% | -43.3% | +80.3% | +35.0% |
| 1Y | +45.5% | -63.4% | +108.9% | +46.8% |
| All | +208.5% | -95.9% | +304.4% | +271.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling