+361.6%
LRCX vs BLDR
-57.1%
+418.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.7% |
| 7D | -3.1% | -8.2% | +5.2% | -0.3% |
| 30D | -8.6% | -16.6% | +8.1% | -3.1% |
| 3M | -17.7% | -23.2% | +5.5% | -10.8% |
| 6M | +36.4% | -33.7% | +70.1% | +54.8% |
| YTD | +74.5% | -41.3% | +115.9% | +104.2% |
| 1Y | +159.4% | -58.8% | +218.3% | +240.4% |
| 3Y | +361.6% | -57.5% | +419.0% | +472.7% |
| All | +361.6% | -57.1% | +418.7% | +472.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling