+1,609.7%
LRCX vs ALC
+16.1%
+1,593.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | -3.1% | -6.3% | +3.3% | +0.8% |
| 30D | -8.6% | -10.3% | +1.7% | -2.7% |
| 3M | -17.7% | -0.7% | -17.0% | -18.9% |
| 6M | +36.4% | -17.8% | +54.2% | +50.0% |
| YTD | +74.5% | -15.8% | +90.4% | +88.4% |
| 1Y | +159.4% | -16.7% | +176.2% | +180.9% |
| 3Y | +361.6% | -19.7% | +381.3% | +394.6% |
| 5Y | +425.2% | -19.8% | +445.0% | +455.1% |
| All | +1,609.7% | +16.1% | +1,593.5% | +1,154.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling