+159.4%
LRCX vs AFL
+9.8%
+149.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.7% |
| 7D | -3.1% | -1.6% | -1.4% | -4.5% |
| 30D | -8.6% | -4.0% | -4.5% | -11.9% |
| 3M | -17.7% | -0.5% | -17.2% | -17.9% |
| 6M | +36.4% | +6.5% | +29.8% | +39.6% |
| YTD | +74.5% | +6.2% | +68.4% | +80.3% |
| 1Y | +159.4% | +8.3% | +151.2% | +174.7% |
| All | +159.4% | +9.8% | +149.6% | +174.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling