+13,994.3%
LRCX vs ALNY
+3,976.7%
+10,017.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -3.1% | -6.5% | +3.5% | -2.0% |
| 30D | -8.6% | +11.0% | -19.6% | -10.3% |
| 3M | -17.7% | -14.1% | -3.6% | -17.5% |
| 6M | +36.4% | -22.4% | +58.7% | +38.7% |
| YTD | +74.5% | -37.5% | +112.0% | +83.8% |
| 1Y | +159.4% | -46.9% | +206.4% | +180.3% |
| 3Y | +361.6% | +22.1% | +339.5% | +317.2% |
| 5Y | +425.2% | +31.2% | +394.0% | +352.7% |
| 10Y | +3,645.0% | +256.3% | +3,388.7% | +2,349.1% |
| All | +13,994.3% | +3,976.7% | +10,017.5% | +5,635.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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