+232.6%
LRCX vs ALK
+23.9%
+208.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -3.6% | +12.9% | -16.6% | -7.6% |
| 30D | -30.3% | +5.5% | -35.8% | -31.8% |
| 3M | -27.3% | -12.1% | -15.2% | -24.2% |
| 6M | -24.2% | +1.7% | -26.0% | -25.4% |
| YTD | +30.3% | -17.4% | +47.7% | +35.7% |
| 1Y | +34.3% | -1.9% | +36.2% | +32.7% |
| 3Y | +232.6% | +21.2% | +211.4% | +200.1% |
| All | +232.6% | +23.9% | +208.8% | +200.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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