+260.0%
LRCX vs APP
+485.7%
-225.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +4.8% | +5.6% | +9.5% |
| 7D | -2.7% | +79.2% | -81.9% | -15.7% |
| 30D | -30.6% | +48.0% | -78.6% | -37.3% |
| 3M | -28.8% | +18.2% | -47.1% | -32.9% |
| 6M | -24.6% | -12.5% | -12.1% | -25.3% |
| YTD | +29.7% | -39.2% | +68.8% | +35.8% |
| 1Y | +39.5% | -33.9% | +73.4% | +43.2% |
| 3Y | +248.9% | +933.3% | -684.3% | +64.9% |
| 5Y | +274.3% | +295.9% | -21.5% | +88.0% |
| All | +260.0% | +485.7% | -225.7% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling