+361.6%
LRCX vs AUR
+84.2%
+277.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | -3.1% | +1.4% | -4.5% | -3.3% |
| 30D | -8.6% | -6.4% | -2.1% | -7.7% |
| 3M | -17.7% | +7.7% | -25.4% | -18.8% |
| 6M | +36.4% | +44.5% | -8.1% | +27.3% |
| YTD | +74.5% | +67.4% | +7.1% | +58.8% |
| 1Y | +159.4% | +15.4% | +144.0% | +148.6% |
| 3Y | +361.6% | +94.8% | +266.7% | +264.5% |
| All | +361.6% | +84.2% | +277.3% | +264.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 3y: compounded portfolio wealth divided by compounded AUR 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…
3y analysis · Full analysis span regression · 6 months rolling