+392.1%
LRCX vs ALB
-27.5%
+419.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.5% | +3.4% |
| 7D | +10.4% | -4.4% | +14.8% | +11.7% |
| 30D | +2.9% | -1.2% | +4.1% | +2.8% |
| 3M | -1.2% | -13.3% | +12.1% | +2.4% |
| 6M | +60.9% | -19.8% | +80.6% | +68.1% |
| YTD | +87.5% | -7.9% | +95.5% | +87.4% |
| 1Y | +206.6% | +60.2% | +146.5% | +160.4% |
| 3Y | +392.1% | -26.4% | +418.5% | +359.0% |
| All | +392.1% | -27.5% | +419.6% | +359.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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