+322.4%
LRCX vs ADVB
-88.8%
+411.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.8% | +8.0% | +4.2% |
| 7D | +10.4% | -14.0% | +24.4% | +10.6% |
| 30D | +2.9% | +41.0% | -38.1% | +2.5% |
| 3M | -1.2% | +127.9% | -129.1% | -3.3% |
| 6M | +60.9% | +101.3% | -40.5% | +56.0% |
| YTD | +87.5% | +53.8% | +33.8% | +84.1% |
| 1Y | +206.6% | +4.4% | +202.2% | +204.0% |
| All | +322.4% | -88.8% | +411.2% | +406.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling