+361.6%
LRCX vs BBY
+42.8%
+318.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.8% |
| 7D | -3.1% | +0.6% | -3.7% | -3.3% |
| 30D | -8.6% | +9.4% | -17.9% | -11.3% |
| 3M | -17.7% | +19.3% | -37.0% | -23.0% |
| 6M | +36.4% | +47.9% | -11.6% | +17.2% |
| YTD | +74.5% | +39.6% | +35.0% | +52.3% |
| 1Y | +159.4% | +22.2% | +137.3% | +138.9% |
| 3Y | +361.6% | +45.0% | +316.6% | +281.3% |
| All | +361.6% | +42.8% | +318.8% | +281.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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