+3,546.5%
LRCX vs C
+301.2%
+3,245.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.2% | -6.0% |
| 7D | +1.8% | +0.3% | +1.6% | +1.6% |
| 30D | -4.3% | +2.0% | -6.3% | -5.6% |
| 3M | -7.3% | +4.4% | -11.7% | -9.5% |
| 6M | +38.6% | +28.3% | +10.2% | +18.9% |
| YTD | +74.4% | +20.5% | +53.9% | +55.1% |
| 1Y | +179.1% | +45.5% | +133.6% | +120.5% |
| 3Y | +357.7% | +274.0% | +83.6% | +98.8% |
| 5Y | +424.9% | +136.1% | +288.7% | +197.4% |
| All | +3,546.5% | +301.2% | +3,245.3% | +1,461.8% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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