+388.9%
LRCX vs BAC
+136.2%
+252.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.7% |
| 7D | +9.5% | +0.6% | +8.9% | +9.1% |
| 30D | +3.1% | -1.4% | +4.4% | +3.8% |
| 3M | -3.4% | +15.7% | -19.1% | -12.1% |
| 6M | +49.7% | +32.2% | +17.5% | +25.5% |
| YTD | +84.9% | +15.8% | +69.1% | +67.6% |
| 1Y | +200.8% | +27.3% | +173.6% | +157.6% |
| All | +388.9% | +136.2% | +252.7% | +209.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling