+446.3%
LRCX vs AXP
+118.2%
+328.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.1% | +6.2% | +5.8% |
| 7D | +1.9% | -2.1% | +4.0% | +3.3% |
| 30D | +0.1% | -6.5% | +6.6% | +4.4% |
| 3M | -8.5% | +4.6% | -13.1% | -11.7% |
| 6M | +38.1% | +5.4% | +32.6% | +32.3% |
| YTD | +80.1% | -11.1% | +91.2% | +91.5% |
| 1Y | +208.1% | -0.3% | +208.4% | +201.6% |
| 3Y | +350.2% | +111.6% | +238.6% | +162.8% |
| All | +446.3% | +118.2% | +328.2% | +208.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling