+361.6%
LRCX vs BRO
-7.6%
+369.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | 0.0% |
| 7D | -3.1% | -7.3% | +4.3% | -5.5% |
| 30D | -8.6% | -6.9% | -1.7% | -10.5% |
| 3M | -17.7% | +10.7% | -28.3% | -16.1% |
| 6M | +36.4% | -2.7% | +39.0% | +39.7% |
| YTD | +74.5% | -16.3% | +90.9% | +80.1% |
| 1Y | +159.4% | -29.1% | +188.5% | +175.9% |
| 3Y | +361.6% | -7.8% | +369.4% | +368.7% |
| All | +361.6% | -7.6% | +369.2% | +368.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling