+220.0%
LRCX vs ALAB
+441.3%
-221.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.3% | -0.3% | -4.0% |
| 7D | +1.8% | +0.6% | +1.2% | +1.4% |
| 30D | -4.3% | -8.8% | +4.5% | -1.8% |
| 3M | -7.3% | -14.0% | +6.7% | -2.9% |
| 6M | +38.6% | +144.3% | -105.7% | +11.0% |
| YTD | +74.4% | +71.0% | +3.4% | +48.7% |
| 1Y | +179.1% | +23.5% | +155.6% | +151.7% |
| All | +220.0% | +441.3% | -221.3% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 10y: compounded portfolio wealth divided by compounded ALAB 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…
10y analysis · Full analysis span regression · 6 months rolling