+436.4%
LRCX vs AUR
-36.7%
+473.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.6% | -3.0% | -5.2% |
| 7D | +1.8% | +0.2% | +1.7% | +1.8% |
| 30D | -4.3% | -8.9% | +4.6% | -3.0% |
| 3M | -7.3% | +4.6% | -12.0% | -8.2% |
| 6M | +38.6% | +44.9% | -6.3% | +29.3% |
| YTD | +74.4% | +64.8% | +9.6% | +58.9% |
| 1Y | +179.1% | +16.4% | +162.8% | +167.8% |
| 3Y | +357.7% | +85.1% | +272.6% | +265.1% |
| 5Y | +424.9% | -36.1% | +461.0% | +303.7% |
| All | +436.4% | -36.7% | +473.1% | +314.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling