+416.0%
LRCX vs AG
+63.6%
+352.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.7% |
| 7D | -3.1% | -6.7% | +3.7% | -1.6% |
| 30D | -8.6% | +2.2% | -10.7% | -9.4% |
| 3M | -17.7% | +15.7% | -33.4% | -20.9% |
| 6M | +36.4% | -23.8% | +60.1% | +41.9% |
| YTD | +74.5% | +17.6% | +56.9% | +64.6% |
| 1Y | +159.4% | +88.6% | +70.8% | +120.7% |
| 3Y | +361.6% | +253.4% | +108.2% | +230.8% |
| All | +416.0% | +63.6% | +352.4% | +303.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling