+3,549.0%
LRCX vs ALM
+2,589.2%
+959.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.6% | +0.5% |
| 7D | -3.1% | -11.8% | +8.8% | -2.2% |
| 30D | -8.6% | +7.8% | -16.3% | -9.1% |
| 3M | -17.7% | -9.3% | -8.4% | -17.4% |
| 6M | +36.4% | -30.5% | +66.8% | +38.1% |
| YTD | +74.5% | +75.8% | -1.3% | +69.4% |
| 1Y | +159.4% | +241.2% | -81.7% | +143.8% |
| 3Y | +361.6% | +1,872.6% | -1,511.0% | +295.1% |
| 5Y | +425.2% | +849.6% | -424.3% | +358.0% |
| All | +3,549.0% | +2,589.2% | +959.8% | +2,753.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling