+413.3%
LRCX vs APP
+335.8%
+77.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.9% |
| 7D | +9.5% | -4.4% | +13.9% | +10.6% |
| 30D | +3.1% | -10.0% | +13.1% | +5.3% |
| 3M | -3.4% | -41.4% | +38.0% | +7.3% |
| 6M | +49.7% | -41.0% | +90.7% | +63.7% |
| YTD | +84.9% | -54.7% | +139.6% | +110.6% |
| 1Y | +200.8% | -45.3% | +246.2% | +225.6% |
| 3Y | +385.1% | +624.3% | -239.2% | +152.4% |
| 5Y | +460.5% | +329.1% | +131.4% | +193.0% |
| All | +413.3% | +335.8% | +77.5% | +160.6% |
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