+361.6%
LRCX vs AIG
+33.9%
+327.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -3.1% | -1.2% | -1.9% | -2.9% |
| 30D | -8.6% | -1.1% | -7.5% | -8.5% |
| 3M | -17.7% | +0.7% | -18.4% | -18.5% |
| 6M | +36.4% | -2.2% | +38.5% | +35.9% |
| YTD | +74.5% | -10.8% | +85.4% | +79.2% |
| 1Y | +159.4% | -2.0% | +161.5% | +153.1% |
| 3Y | +361.6% | +34.8% | +326.7% | +289.2% |
| All | +361.6% | +33.9% | +327.7% | +289.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling