+243.9%
LRCX vs AXP
+115.2%
+128.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.9% |
| 7D | +12.7% | -0.1% | +12.8% | +12.8% |
| 30D | -21.3% | +4.4% | -25.7% | -23.4% |
| 3M | -32.9% | -6.4% | -26.5% | -30.3% |
| 6M | -23.4% | +4.2% | -27.6% | -26.4% |
| YTD | +32.4% | -12.4% | +44.7% | +41.7% |
| 1Y | +48.0% | -11.1% | +59.1% | +56.7% |
| 3Y | +243.9% | +114.9% | +129.1% | +121.8% |
| All | +243.9% | +115.2% | +128.7% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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