-23.4%
LRCX vs BP
+7.0%
-30.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.2% | -3.2% |
| 7D | +12.7% | +3.8% | +8.9% | +13.6% |
| 30D | -21.3% | -5.3% | -16.0% | -22.5% |
| 3M | -32.9% | +9.3% | -42.1% | -30.2% |
| 6M | -23.4% | +7.2% | -30.6% | -17.2% |
| All | -23.4% | +7.0% | -30.4% | -17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling