+460.5%
LRCX vs ALM
+958.0%
-497.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -1.0% |
| 7D | +9.5% | +3.6% | +5.9% | +9.1% |
| 30D | +3.1% | +33.8% | -30.7% | -0.1% |
| 3M | -3.4% | +14.8% | -18.2% | -5.2% |
| 6M | +49.7% | -7.0% | +56.6% | +48.5% |
| YTD | +84.9% | +108.1% | -23.2% | +75.0% |
| 1Y | +200.8% | +313.8% | -112.9% | +173.2% |
| 3Y | +385.1% | +2,227.6% | -1,842.6% | +292.9% |
| 5Y | +460.5% | +956.6% | -496.1% | +365.3% |
| All | +460.5% | +958.0% | -497.5% | +365.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling