+392.1%
LRCX vs ALM
+2,327.9%
-1,935.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.8% | -4.7% | +3.1% |
| 7D | +10.4% | +8.4% | +2.0% | +9.4% |
| 30D | +2.9% | +34.8% | -31.9% | -0.6% |
| 3M | -1.2% | +16.2% | -17.4% | -3.5% |
| 6M | +60.9% | +2.1% | +58.7% | +58.1% |
| YTD | +87.5% | +117.0% | -29.5% | +77.1% |
| 1Y | +206.6% | +313.9% | -107.2% | +179.5% |
| 3Y | +392.1% | +2,327.9% | -1,935.8% | +319.0% |
| All | +392.1% | +2,327.9% | -1,935.8% | +319.0% |
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