+305.5%
LRCX vs ADVB
-88.3%
+393.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.1% |
| 7D | +1.9% | -3.8% | +5.7% | +1.9% |
| 30D | +0.1% | +17.6% | -17.5% | -0.1% |
| 3M | -8.5% | +119.1% | -127.6% | -10.3% |
| 6M | +38.1% | +103.4% | -65.3% | +34.0% |
| YTD | +80.1% | +59.8% | +20.2% | +76.7% |
| 1Y | +208.1% | +8.5% | +199.5% | +205.3% |
| All | +305.5% | -88.3% | +393.9% | +386.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling