+208.1%
LRCX vs AIG
-4.5%
+212.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +6.0% | +4.7% |
| 7D | +1.9% | -0.9% | +2.8% | +1.5% |
| 30D | +0.1% | -4.9% | +5.0% | -2.1% |
| 3M | -8.5% | +4.5% | -12.9% | -7.1% |
| 6M | +38.1% | -1.4% | +39.5% | +38.9% |
| YTD | +80.1% | -9.8% | +89.9% | +76.6% |
| 1Y | +208.1% | -4.5% | +212.6% | +210.1% |
| All | +208.1% | -4.5% | +212.5% | +210.1% |
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