+2,611.3%
LRCX vs BAC
+225.3%
+2,385.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | +26.2% | +1.5% | +24.7% | +25.1% |
| 30D | -22.4% | -6.4% | -16.0% | -18.8% |
| 3M | -28.2% | -21.7% | -6.6% | -16.1% |
| 6M | -19.0% | +0.5% | -19.5% | -19.6% |
| YTD | +37.0% | -6.7% | +43.7% | +42.6% |
| 1Y | +45.5% | -4.7% | +50.2% | +49.6% |
| 3Y | +249.7% | +96.1% | +153.6% | +121.8% |
| 5Y | +293.9% | +21.7% | +272.2% | +234.5% |
| All | +2,611.3% | +225.3% | +2,385.9% | +1,306.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 10y: compounded portfolio wealth divided by compounded BAC 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…
10y analysis · Full analysis span regression · 6 months rolling