+4,490.6%
LRCX vs ALLE
+327.3%
+4,163.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.9% | +9.2% | +8.9% |
| 7D | -16.2% | -0.6% | -15.6% | -15.8% |
| 30D | -39.2% | +25.3% | -64.5% | -49.1% |
| 3M | -34.4% | +10.3% | -44.7% | -40.0% |
| 6M | -32.4% | +38.0% | -70.5% | -48.3% |
| YTD | +17.4% | +17.8% | -0.3% | -0.1% |
| 1Y | +24.2% | +13.6% | +10.6% | +8.4% |
| 3Y | +221.6% | +89.2% | +132.4% | +86.2% |
| 5Y | +245.2% | +51.1% | +194.2% | +134.3% |
| 10Y | +2,310.5% | +228.1% | +2,082.4% | +880.4% |
| All | +4,490.6% | +327.3% | +4,163.3% | +1,531.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 all: compounded portfolio wealth divided by compounded ALLE 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…
all analysis · Full analysis span regression · 6 months rolling