+221.6%
LRCX vs AXP
+117.6%
+104.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.2% | +9.5% | +9.0% |
| 7D | -16.2% | +0.6% | -16.8% | -16.5% |
| 30D | -39.2% | +5.8% | -45.0% | -41.4% |
| 3M | -34.4% | -6.0% | -28.4% | -32.0% |
| 6M | -32.4% | +0.3% | -32.7% | -33.4% |
| YTD | +17.4% | -12.3% | +29.7% | +25.6% |
| 1Y | +24.2% | -11.2% | +35.4% | +31.6% |
| 3Y | +221.6% | +117.0% | +104.5% | +94.2% |
| All | +221.6% | +117.6% | +104.0% | +94.2% |
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