+42.8%
LRCX vs ALC
+4.2%
+38.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +6.8% | -10.9% | -2.5% |
| 7D | -12.8% | +10.7% | -23.5% | -10.7% |
| 30D | -36.0% | +20.2% | -56.1% | -33.6% |
| 3M | -30.2% | +8.9% | -39.1% | -28.3% |
| 6M | -14.2% | +5.7% | -19.9% | -10.6% |
| YTD | +29.7% | -1.4% | +31.2% | +42.4% |
| 1Y | +42.8% | +4.7% | +38.1% | +54.0% |
| All | +42.8% | +4.2% | +38.6% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling