+1,196.6%
LRCX vs ALC
+30.4%
+1,166.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.2% | -6.6% | -5.1% |
| 7D | +12.7% | -1.1% | +13.8% | +13.2% |
| 30D | -21.3% | +16.0% | -37.3% | -28.8% |
| 3M | -32.9% | +0.8% | -33.7% | -34.4% |
| 6M | -23.4% | +16.8% | -40.2% | -33.0% |
| YTD | +32.4% | -5.5% | +37.9% | +31.3% |
| 1Y | +48.0% | -5.3% | +53.3% | +46.4% |
| 3Y | +243.9% | +4.1% | +239.9% | +203.9% |
| 5Y | +280.6% | -7.1% | +287.7% | +262.1% |
| All | +1,196.6% | +30.4% | +1,166.2% | +774.0% |
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