+3,549.0%
LRCX vs BLDR
+383.3%
+3,165.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.9% |
| 7D | -3.1% | -8.2% | +5.2% | +0.2% |
| 30D | -8.6% | -16.6% | +8.1% | -2.2% |
| 3M | -17.7% | -23.2% | +5.5% | -10.0% |
| 6M | +36.4% | -33.7% | +70.1% | +57.8% |
| YTD | +74.5% | -41.3% | +115.9% | +109.8% |
| 1Y | +159.4% | -58.8% | +218.3% | +256.3% |
| 3Y | +361.6% | -57.5% | +419.0% | +487.5% |
| 5Y | +425.2% | +12.9% | +412.3% | +330.8% |
| All | +3,549.0% | +383.3% | +3,165.7% | +1,548.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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