+361.6%
LRCX vs BG
+18.0%
+343.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.3% |
| 7D | -3.1% | +3.1% | -6.2% | -3.4% |
| 30D | -8.6% | +10.2% | -18.8% | -9.8% |
| 3M | -17.7% | -1.7% | -16.0% | -17.3% |
| 6M | +36.4% | +1.0% | +35.4% | +35.9% |
| YTD | +74.5% | +39.9% | +34.6% | +63.1% |
| 1Y | +159.4% | +53.2% | +106.2% | +137.0% |
| 3Y | +361.6% | +16.3% | +345.3% | +338.9% |
| All | +361.6% | +18.0% | +343.6% | +338.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling