+361.6%
LRCX vs AMCR
+6.5%
+355.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | -3.1% | -6.3% | +3.2% | -1.2% |
| 30D | -8.6% | -7.8% | -0.8% | -6.4% |
| 3M | -17.7% | +7.5% | -25.2% | -20.9% |
| 6M | +36.4% | +2.7% | +33.7% | +32.1% |
| YTD | +74.5% | +6.0% | +68.5% | +66.2% |
| 1Y | +159.4% | +7.8% | +151.7% | +145.0% |
| 3Y | +361.6% | +5.8% | +355.8% | +341.5% |
| All | +361.6% | +6.5% | +355.1% | +341.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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