+243.9%
LRCX vs AG
+195.3%
+48.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -0.9% | -2.7% |
| 7D | +12.7% | -10.0% | +22.7% | +15.8% |
| 30D | -21.3% | -10.5% | -10.8% | -18.9% |
| 3M | -32.9% | -27.3% | -5.6% | -27.6% |
| 6M | -23.4% | -43.0% | +19.6% | -13.3% |
| YTD | +32.4% | -17.9% | +50.3% | +35.4% |
| 1Y | +48.0% | +11.9% | +36.1% | +41.1% |
| 3Y | +243.9% | +201.8% | +42.1% | +159.8% |
| All | +243.9% | +195.3% | +48.6% | +159.8% |
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