+2,520.1%
LRCX vs AG
+76.0%
+2,444.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -0.9% | -2.9% |
| 7D | +12.7% | -10.0% | +22.7% | +14.7% |
| 30D | -21.3% | -10.5% | -10.8% | -19.7% |
| 3M | -32.9% | -27.3% | -5.6% | -29.5% |
| 6M | -23.4% | -43.0% | +19.6% | -16.6% |
| YTD | +32.4% | -17.9% | +50.3% | +34.9% |
| 1Y | +48.0% | +11.9% | +36.1% | +43.8% |
| 3Y | +243.9% | +201.8% | +42.1% | +181.5% |
| 5Y | +280.6% | -0.1% | +280.7% | +243.0% |
| All | +2,520.1% | +76.0% | +2,444.1% | +2,002.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling