-25.1%
LRCX vs APP
-10.1%
-15.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +4.8% | +5.6% | +10.8% |
| 7D | -2.7% | +79.2% | -81.9% | +1.4% |
| 30D | -30.6% | +48.0% | -78.6% | -26.6% |
| 3M | -28.8% | +18.2% | -47.1% | -23.7% |
| All | -25.1% | -10.1% | -15.0% | -15.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling