+7,571.4%
LRCX vs ALM
+7,705.7%
-134.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +5.1% |
| 7D | +1.9% | -2.6% | +4.5% | +1.9% |
| 30D | +0.1% | +32.0% | -31.9% | 0.0% |
| 3M | -8.5% | -15.0% | +6.6% | -8.5% |
| 6M | +38.1% | -10.1% | +48.2% | +38.0% |
| YTD | +80.1% | +99.4% | -19.4% | +79.9% |
| 1Y | +208.1% | +316.4% | -108.3% | +207.6% |
| 3Y | +350.2% | +2,022.0% | -1,671.8% | +349.3% |
| 5Y | +430.7% | +941.2% | -510.5% | +429.6% |
| 10Y | +3,633.2% | +2,950.3% | +682.9% | +3,636.4% |
| All | +7,571.4% | +7,705.7% | -134.4% | +7,692.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling