+5,892.8%
LRCX vs BAH
+1,079.0%
+4,813.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +26.2% | -2.6% | +28.8% | +26.9% |
| 30D | -22.4% | +20.4% | -42.7% | -26.5% |
| 3M | -28.2% | +11.9% | -40.1% | -31.2% |
| 6M | -19.0% | +17.1% | -36.2% | -24.6% |
| YTD | +37.0% | +5.5% | +31.4% | +29.0% |
| 1Y | +45.5% | +5.6% | +39.9% | +36.6% |
| 3Y | +249.7% | -26.5% | +276.2% | +257.3% |
| 5Y | +293.9% | +6.5% | +287.4% | +240.2% |
| 10Y | +2,639.6% | +203.0% | +2,436.6% | +1,553.1% |
| All | +5,892.8% | +1,079.0% | +4,813.8% | +2,191.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling