+399.9%
LRCX vs ARM
+366.2%
+33.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.4% | +2.8% |
| 7D | +10.4% | +11.4% | -1.0% | +6.2% |
| 30D | +2.9% | -7.4% | +10.4% | +5.8% |
| 3M | -1.2% | -24.5% | +23.3% | +8.7% |
| 6M | +60.9% | +128.7% | -67.8% | +17.6% |
| YTD | +87.5% | +139.3% | -51.7% | +35.0% |
| 1Y | +206.6% | +88.0% | +118.7% | +138.3% |
| All | +399.9% | +366.2% | +33.7% | +217.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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