+392.1%
LRCX vs B
+197.9%
+194.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.6% | +4.7% |
| 7D | +10.4% | +2.3% | +8.1% | +9.4% |
| 30D | +2.9% | +1.4% | +1.6% | +2.0% |
| 3M | -1.2% | +12.2% | -13.4% | -5.9% |
| 6M | +60.9% | -2.1% | +63.0% | +59.3% |
| YTD | +87.5% | +2.9% | +84.6% | +83.0% |
| 1Y | +206.6% | +55.3% | +151.3% | +169.2% |
| 3Y | +392.1% | +198.7% | +193.4% | +280.1% |
| All | +392.1% | +197.9% | +194.2% | +280.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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