+400.0%
LRCX vs APP
+357.9%
+42.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.6% |
| 7D | +1.9% | +0.9% | +1.0% | +1.7% |
| 30D | +0.1% | -23.3% | +23.3% | +5.3% |
| 3M | -8.5% | -42.6% | +34.2% | +2.1% |
| 6M | +38.1% | -33.6% | +71.7% | +47.0% |
| YTD | +80.1% | -52.4% | +132.5% | +103.0% |
| 1Y | +208.1% | -35.9% | +243.9% | +221.2% |
| 3Y | +350.2% | +642.2% | -292.0% | +133.2% |
| 5Y | +430.7% | +311.1% | +119.6% | +177.0% |
| All | +400.0% | +357.9% | +42.0% | +151.1% |
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