+208.1%
LRCX vs ALM
+318.3%
-110.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +5.5% |
| 7D | +1.9% | -2.6% | +4.5% | +2.5% |
| 30D | +0.1% | +32.0% | -31.9% | -6.2% |
| 3M | -8.5% | -15.0% | +6.6% | -8.0% |
| 6M | +38.1% | -10.1% | +48.2% | +36.0% |
| YTD | +80.1% | +99.4% | -19.4% | +68.5% |
| 1Y | +208.1% | +316.4% | -108.3% | +178.1% |
| All | +208.1% | +318.3% | -110.3% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling