+261.8%
LRCX vs APP
+465.0%
-203.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.2% |
| 7D | -3.6% | +61.1% | -64.7% | -14.5% |
| 30D | -30.3% | +42.8% | -73.0% | -36.5% |
| 3M | -27.3% | +16.7% | -44.0% | -31.3% |
| 6M | -24.2% | -15.6% | -8.6% | -24.4% |
| YTD | +30.3% | -41.3% | +71.6% | +37.4% |
| 1Y | +34.3% | -39.3% | +73.6% | +40.4% |
| 3Y | +232.6% | +803.2% | -570.6% | +62.2% |
| 5Y | +286.2% | +313.2% | -27.0% | +93.4% |
| All | +261.8% | +465.0% | -203.2% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 APP 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