+2,520.1%
LRCX vs BAC
+228.6%
+2,291.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -4.0% |
| 7D | +12.7% | +3.2% | +9.5% | +10.5% |
| 30D | -21.3% | -0.7% | -20.5% | -20.7% |
| 3M | -32.9% | -20.0% | -12.9% | -22.6% |
| 6M | -23.4% | +3.4% | -26.8% | -25.3% |
| YTD | +32.4% | -5.7% | +38.1% | +36.9% |
| 1Y | +48.0% | -1.4% | +49.5% | +48.9% |
| 3Y | +243.9% | +97.9% | +146.0% | +116.8% |
| 5Y | +280.6% | +22.9% | +257.7% | +221.1% |
| All | +2,520.1% | +228.6% | +2,291.5% | +1,250.3% |
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