+388.9%
LRCX vs ALC
-16.2%
+405.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | +9.5% | -5.3% | +14.8% | +11.3% |
| 30D | +3.1% | -7.1% | +10.1% | +5.2% |
| 3M | -3.4% | +0.8% | -4.2% | -4.7% |
| 6M | +49.7% | -16.0% | +65.7% | +59.4% |
| YTD | +84.9% | -12.7% | +97.6% | +93.3% |
| 1Y | +200.8% | -12.8% | +213.7% | +214.1% |
| All | +388.9% | -16.2% | +405.1% | +413.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling