+42.8%
LRCX vs AIG
+6.0%
+36.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -3.1% |
| 7D | -12.8% | +2.3% | -15.1% | -11.4% |
| 30D | -36.0% | +8.8% | -44.7% | -32.4% |
| 3M | -30.2% | +3.7% | -33.9% | -28.2% |
| 6M | -14.2% | +6.8% | -21.0% | -8.8% |
| YTD | +29.7% | -2.6% | +32.4% | +30.6% |
| 1Y | +42.8% | +3.7% | +39.1% | +44.9% |
| All | +42.8% | +6.0% | +36.8% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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