+3,549.0%
LRCX vs BR
+189.7%
+3,359.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.1% | -3.0% | -0.1% | -1.5% |
| 30D | -8.6% | -0.3% | -8.3% | -8.9% |
| 3M | -17.7% | +17.3% | -35.0% | -27.5% |
| 6M | +36.4% | -6.7% | +43.1% | +37.7% |
| YTD | +74.5% | -23.4% | +98.0% | +99.2% |
| 1Y | +159.4% | -32.7% | +192.1% | +224.4% |
| 3Y | +361.6% | -5.9% | +367.5% | +332.2% |
| 5Y | +425.2% | +8.4% | +416.8% | +326.5% |
| All | +3,549.0% | +189.7% | +3,359.4% | +1,288.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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