+388.9%
LRCX vs BAH
-31.4%
+420.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.4% |
| 7D | +9.5% | -1.3% | +10.9% | +9.5% |
| 30D | +3.1% | -6.6% | +9.7% | +2.9% |
| 3M | -3.4% | -7.2% | +3.8% | -2.0% |
| 6M | +49.7% | -10.0% | +59.7% | +51.8% |
| YTD | +84.9% | -12.5% | +97.3% | +86.5% |
| 1Y | +200.8% | -27.9% | +228.7% | +214.0% |
| All | +388.9% | -31.4% | +420.3% | +398.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling