+3,549.0%
LRCX vs BAC
+400.8%
+3,148.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -8.6% | -2.8% | -5.8% | -7.1% |
| 3M | -17.7% | +14.2% | -31.9% | -24.7% |
| 6M | +36.4% | +30.5% | +5.8% | +14.7% |
| YTD | +74.5% | +15.8% | +58.7% | +58.1% |
| 1Y | +159.4% | +26.2% | +133.3% | +122.4% |
| 3Y | +361.6% | +136.5% | +225.1% | +160.2% |
| 5Y | +425.2% | +75.9% | +349.3% | +251.8% |
| All | +3,549.0% | +400.8% | +3,148.3% | +1,397.7% |
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