-23.4%
LRCX vs APD
+5.2%
-28.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | +12.7% | +3.8% | +8.9% | +13.1% |
| 30D | -21.3% | +8.2% | -29.5% | -19.8% |
| 3M | -32.9% | +4.3% | -37.2% | -31.8% |
| 6M | -23.4% | +4.7% | -28.1% | -18.7% |
| All | -23.4% | +5.2% | -28.6% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 6mo: compounded portfolio wealth divided by compounded APD 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…
6mo analysis · Full analysis span regression · 6 months rolling