+388.9%
LRCX vs AG
+278.6%
+110.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.9% |
| 7D | +9.5% | -0.1% | +9.6% | +9.5% |
| 30D | +3.1% | +12.5% | -9.4% | -0.2% |
| 3M | -3.4% | +28.2% | -31.5% | -9.5% |
| 6M | +49.7% | -18.8% | +68.5% | +53.0% |
| YTD | +84.9% | +27.4% | +57.5% | +70.9% |
| 1Y | +200.8% | +132.2% | +68.6% | +145.5% |
| All | +388.9% | +278.6% | +110.2% | +254.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling