+254.0%
LRCX vs BMNR
+245.3%
+8.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.4% | +0.1% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | -8.6% | +39.9% | -48.5% | -8.7% |
| 3M | -17.7% | +51.5% | -69.2% | -17.8% |
| 6M | +36.4% | +18.9% | +17.4% | +36.2% |
| YTD | +74.5% | -7.8% | +82.4% | +74.4% |
| 1Y | +159.4% | -47.6% | +207.1% | +159.3% |
| All | +254.0% | +245.3% | +8.7% | +256.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BMNR.
Daily Out/Under-Performance
Portfolio return minus BMNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMNR 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 all: compounded portfolio wealth divided by compounded BMNR 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…
all analysis · Full analysis span regression · 6 months rolling