+239.2%
LRCX vs ALAB
+471.8%
-232.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.5% | -2.6% |
| 7D | +9.5% | +9.6% | -0.1% | +6.3% |
| 30D | +3.1% | -5.3% | +8.3% | +4.5% |
| 3M | -3.4% | -12.0% | +8.7% | +0.4% |
| 6M | +49.7% | +145.7% | -96.0% | +19.2% |
| YTD | +84.9% | +80.7% | +4.2% | +54.9% |
| 1Y | +200.8% | +40.1% | +160.7% | +161.9% |
| All | +239.2% | +471.8% | -232.6% | +90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling