+243.9%
LRCX vs ALM
+909.2%
-665.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.7% | -11.1% | -4.5% |
| 7D | +12.7% | +1.2% | +11.5% | +12.4% |
| 30D | -21.3% | -19.3% | -1.9% | -18.8% |
| 3M | -32.9% | -40.6% | +7.8% | -28.1% |
| 6M | -23.4% | -57.9% | +34.5% | -15.4% |
| YTD | +32.4% | -6.7% | +39.1% | +38.5% |
| 1Y | +48.0% | +20.2% | +27.9% | +52.3% |
| 3Y | +243.9% | +879.4% | -635.5% | +217.2% |
| All | +243.9% | +909.2% | -665.3% | +217.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling