+221.6%
LRCX vs COMP
+353.8%
-132.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +10.7% | -2.5% | +6.4% |
| 7D | -16.2% | +13.4% | -29.6% | -17.8% |
| 30D | -39.2% | +11.1% | -50.3% | -40.4% |
| 3M | -34.4% | -18.8% | -15.5% | -32.4% |
| 6M | -32.4% | +10.5% | -42.9% | -34.5% |
| YTD | +17.4% | -3.4% | +20.8% | +14.1% |
| 1Y | +24.2% | +19.7% | +4.5% | +17.1% |
| 3Y | +221.6% | +381.6% | -160.0% | +151.5% |
| All | +221.6% | +353.8% | -132.2% | +151.5% |
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