+3,549.0%
LRCX vs AME
+445.1%
+3,104.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -3.2% |
| 7D | -3.1% | +1.7% | -4.8% | -4.8% |
| 30D | -8.6% | -6.4% | -2.1% | -2.1% |
| 3M | -17.7% | +7.1% | -24.8% | -21.8% |
| 6M | +36.4% | +8.2% | +28.2% | +29.5% |
| YTD | +74.5% | +18.2% | +56.4% | +52.8% |
| 1Y | +159.4% | +26.7% | +132.7% | +111.6% |
| 3Y | +361.6% | +60.7% | +300.9% | +198.8% |
| 5Y | +425.2% | +91.6% | +333.7% | +192.3% |
| All | +3,549.0% | +445.1% | +3,104.0% | +1,050.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling