+452.0%
LRCX vs BROS
+41.2%
+410.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.5% |
| 7D | +10.4% | -0.9% | +11.3% | +10.6% |
| 30D | +2.9% | -13.5% | +16.4% | +5.9% |
| 3M | -1.2% | -18.4% | +17.3% | +2.0% |
| 6M | +60.9% | -10.6% | +71.4% | +62.5% |
| YTD | +87.5% | -25.1% | +112.6% | +95.9% |
| 1Y | +206.6% | -28.6% | +235.3% | +222.0% |
| 3Y | +392.1% | +65.6% | +326.5% | +322.1% |
| All | +452.0% | +41.2% | +410.8% | +394.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling