+392.1%
LRCX vs APP
+636.9%
-244.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +6.8% | +4.7% |
| 7D | +10.4% | +0.1% | +10.3% | +10.4% |
| 30D | +2.9% | -10.0% | +12.9% | +4.9% |
| 3M | -1.2% | -44.6% | +43.5% | +10.0% |
| 6M | +60.9% | -37.9% | +98.7% | +72.7% |
| YTD | +87.5% | -53.7% | +141.2% | +110.6% |
| 1Y | +206.6% | -43.0% | +249.6% | +226.6% |
| 3Y | +392.1% | +640.8% | -248.7% | +161.7% |
| All | +392.1% | +636.9% | -244.8% | +161.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling