+198.1%
LRCX vs ADVB
-96.8%
+295.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -23.6% | +20.2% | -2.8% |
| 7D | +12.7% | +27.8% | -15.1% | +11.9% |
| 30D | -21.3% | -50.8% | +29.5% | -20.8% |
| 3M | -32.9% | -70.5% | +37.6% | -32.3% |
| 6M | -23.4% | -46.7% | +23.3% | -24.0% |
| YTD | +32.4% | -56.7% | +89.0% | +31.2% |
| 1Y | +48.0% | -71.8% | +119.8% | +50.2% |
| All | +198.1% | -96.8% | +295.0% | +260.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling