+3,549.0%
LRCX vs BAX
-38.1%
+3,587.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.6% |
| 7D | -3.1% | -7.9% | +4.8% | -0.3% |
| 30D | -8.6% | -11.7% | +3.1% | -4.6% |
| 3M | -17.7% | +16.2% | -33.9% | -23.3% |
| 6M | +36.4% | +32.0% | +4.4% | +20.4% |
| YTD | +74.5% | +24.7% | +49.8% | +55.7% |
| 1Y | +159.4% | -2.6% | +162.1% | +152.8% |
| 3Y | +361.6% | -35.0% | +396.6% | +408.9% |
| 5Y | +425.2% | -67.6% | +492.8% | +701.4% |
| All | +3,549.0% | -38.1% | +3,587.2% | +3,720.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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