+416.0%
LRCX vs AKAM
-5.1%
+421.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.1% | +1.5% | -4.6% | -3.7% |
| 30D | -8.6% | -13.0% | +4.5% | -3.3% |
| 3M | -17.7% | -19.4% | +1.7% | -10.8% |
| 6M | +36.4% | +0.3% | +36.0% | +31.1% |
| YTD | +74.5% | +22.4% | +52.2% | +49.1% |
| 1Y | +159.4% | +34.8% | +124.6% | +108.8% |
| 3Y | +361.6% | +1.9% | +359.6% | +306.4% |
| All | +416.0% | -5.1% | +421.2% | +366.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling