+3,549.0%
LRCX vs BRO
+294.2%
+3,254.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.1% | -7.3% | +4.3% | +0.3% |
| 30D | -8.6% | -6.9% | -1.7% | -6.0% |
| 3M | -17.7% | +10.7% | -28.3% | -25.6% |
| 6M | +36.4% | -2.7% | +39.0% | +31.0% |
| YTD | +74.5% | -16.3% | +90.9% | +81.9% |
| 1Y | +159.4% | -29.1% | +188.5% | +199.4% |
| 3Y | +361.6% | -7.8% | +369.4% | +307.1% |
| 5Y | +425.2% | +18.7% | +406.5% | +257.9% |
| All | +3,549.0% | +294.2% | +3,254.8% | +1,000.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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