+42.8%
LRCX vs BG
+7.2%
+35.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.4% | -6.4% | -3.7% |
| 7D | -12.8% | -3.8% | -9.0% | -13.1% |
| 30D | -36.0% | -9.6% | -26.4% | -36.6% |
| 3M | -30.2% | -8.5% | -21.7% | -31.1% |
| 6M | -14.2% | -23.0% | +8.8% | -14.4% |
| YTD | +29.7% | +10.9% | +18.9% | +21.6% |
| 1Y | +42.8% | +6.0% | +36.8% | +31.5% |
| All | +42.8% | +7.2% | +35.6% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling