+429.0%
LRCX vs COMP
-49.4%
+478.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.3% | +7.5% | +4.7% |
| 7D | +10.4% | +4.1% | +6.3% | +9.6% |
| 30D | +2.9% | -14.5% | +17.5% | +5.5% |
| 3M | -1.2% | +41.8% | -43.0% | -7.7% |
| 6M | +60.9% | +23.6% | +37.3% | +52.4% |
| YTD | +87.5% | +1.7% | +85.8% | +82.5% |
| 1Y | +206.6% | +12.6% | +194.1% | +191.3% |
| 3Y | +392.1% | +221.9% | +170.2% | +266.7% |
| 5Y | +478.4% | -28.1% | +506.6% | +374.8% |
| All | +429.0% | -49.4% | +478.5% | +329.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded COMP 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling