+361.6%
LRCX vs AKAM
+0.9%
+360.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.1% | +1.5% | -4.6% | -3.5% |
| 30D | -8.6% | -13.0% | +4.5% | -4.3% |
| 3M | -17.7% | -19.4% | +1.7% | -12.3% |
| 6M | +36.4% | +0.3% | +36.0% | +33.5% |
| YTD | +74.5% | +22.4% | +52.2% | +55.5% |
| 1Y | +159.4% | +34.8% | +124.6% | +120.9% |
| 3Y | +361.6% | +1.9% | +359.6% | +280.2% |
| All | +361.6% | +0.9% | +360.7% | +280.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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