+438.4%
LRCX vs ALHC
-33.0%
+471.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.1% | -3.6% | -5.4% |
| 7D | +1.8% | -5.8% | +7.6% | +2.4% |
| 30D | -4.3% | -3.3% | -1.0% | -4.0% |
| 3M | -7.3% | -37.9% | +30.6% | -3.6% |
| 6M | +38.6% | -29.5% | +68.1% | +41.2% |
| YTD | +74.4% | -35.4% | +109.8% | +79.0% |
| 1Y | +179.1% | -22.4% | +201.5% | +181.0% |
| 3Y | +357.7% | +146.3% | +211.3% | +273.5% |
| 5Y | +424.9% | -32.0% | +456.9% | +380.1% |
| All | +438.4% | -33.0% | +471.4% | +365.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALHC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling