+424.9%
LRCX vs AEP
+63.6%
+361.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.7% | -5.6% |
| 7D | +1.8% | -1.0% | +2.8% | +1.9% |
| 30D | -4.3% | -0.1% | -4.2% | -4.3% |
| 3M | -7.3% | -3.2% | -4.1% | -7.4% |
| 6M | +38.6% | -5.3% | +43.8% | +38.5% |
| YTD | +74.4% | +9.5% | +64.9% | +73.4% |
| 1Y | +179.1% | +17.5% | +161.6% | +177.1% |
| 3Y | +357.7% | +77.0% | +280.7% | +320.3% |
| 5Y | +424.9% | +66.4% | +358.5% | +403.5% |
| All | +424.9% | +63.6% | +361.3% | +403.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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