+361.3%
LRCX vs AME
+54.6%
+306.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.8% | -4.6% |
| 7D | +1.8% | 0.0% | +1.8% | +1.9% |
| 30D | -4.3% | -8.6% | +4.3% | +6.7% |
| 3M | -7.3% | +5.8% | -13.1% | -10.8% |
| 6M | +38.6% | +3.8% | +34.7% | +37.0% |
| YTD | +74.4% | +14.4% | +60.0% | +57.5% |
| 1Y | +179.1% | +25.8% | +153.3% | +129.9% |
| All | +361.3% | +54.6% | +306.7% | +207.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling