+2,520.1%
LRCX vs BAH
+198.8%
+2,321.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | +12.7% | +1.7% | +11.0% | +12.3% |
| 30D | -21.3% | +20.8% | -42.0% | -25.3% |
| 3M | -32.9% | +11.6% | -44.5% | -35.4% |
| 6M | -23.4% | +23.1% | -46.5% | -29.4% |
| YTD | +32.4% | +5.3% | +27.1% | +25.2% |
| 1Y | +48.0% | +6.1% | +41.9% | +39.1% |
| 3Y | +243.9% | -27.5% | +271.4% | +255.3% |
| 5Y | +280.6% | +6.2% | +274.4% | +212.9% |
| All | +2,520.1% | +198.8% | +2,321.3% | +1,255.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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