+277.6%
LRCX vs AS
+120.4%
+157.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.6% | +1.5% | +3.8% |
| 7D | +1.9% | -4.9% | +6.8% | +3.8% |
| 30D | +0.1% | -19.6% | +19.7% | +7.8% |
| 3M | -8.5% | -14.4% | +5.9% | -4.2% |
| 6M | +38.1% | -20.1% | +58.2% | +48.1% |
| YTD | +80.1% | -20.9% | +101.0% | +93.2% |
| 1Y | +208.1% | -21.9% | +229.9% | +230.6% |
| All | +277.6% | +120.4% | +157.2% | +205.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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