+446.3%
LRCX vs BABA
-30.9%
+477.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +4.8% |
| 7D | +1.9% | -4.8% | +6.7% | +3.2% |
| 30D | +0.1% | -11.9% | +12.0% | +3.1% |
| 3M | -8.5% | -9.3% | +0.8% | -6.8% |
| 6M | +38.1% | -14.2% | +52.3% | +42.6% |
| YTD | +80.1% | -22.0% | +102.1% | +90.2% |
| 1Y | +208.1% | -12.7% | +220.8% | +216.1% |
| 3Y | +350.2% | +26.7% | +323.6% | +306.7% |
| All | +446.3% | -30.9% | +477.2% | +405.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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