+3,549.0%
LRCX vs BP
+137.7%
+3,411.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -3.1% | +5.2% | -8.3% | -5.1% |
| 30D | -8.6% | +8.7% | -17.3% | -11.9% |
| 3M | -17.7% | +9.3% | -27.0% | -21.5% |
| 6M | +36.4% | +13.6% | +22.8% | +25.9% |
| YTD | +74.5% | +37.7% | +36.9% | +46.5% |
| 1Y | +159.4% | +40.6% | +118.8% | +114.2% |
| 3Y | +361.6% | +40.3% | +321.2% | +273.8% |
| 5Y | +425.2% | +141.4% | +283.8% | +211.7% |
| All | +3,549.0% | +137.7% | +3,411.3% | +2,090.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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