+159.4%
LRCX vs BROS
-32.8%
+192.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | -3.1% | -5.8% | +2.7% | -1.5% |
| 30D | -8.6% | -14.0% | +5.4% | -5.0% |
| 3M | -17.7% | -32.5% | +14.8% | -10.2% |
| 6M | +36.4% | -14.9% | +51.3% | +36.7% |
| YTD | +74.5% | -28.3% | +102.8% | +81.5% |
| 1Y | +159.4% | -34.0% | +193.4% | +154.8% |
| All | +159.4% | -32.8% | +192.3% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling