+243.9%
LRCX vs COMP
+423.6%
-179.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -3.7% |
| 7D | +12.7% | 0.0% | +12.7% | +12.7% |
| 30D | -21.3% | +16.6% | -37.8% | -23.4% |
| 3M | -32.9% | -23.5% | -9.4% | -30.2% |
| 6M | -23.4% | +25.7% | -49.1% | -27.3% |
| YTD | +32.4% | -3.4% | +35.8% | +28.6% |
| 1Y | +48.0% | +7.6% | +40.4% | +41.7% |
| 3Y | +243.9% | +423.6% | -179.6% | +171.7% |
| All | +243.9% | +423.6% | -179.6% | +171.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling