+408.0%
LRCX vs COMP
-47.7%
+455.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +5.0% |
| 7D | +1.9% | +1.4% | +0.5% | +1.6% |
| 30D | +0.1% | -13.3% | +13.4% | +2.4% |
| 3M | -8.5% | +41.1% | -49.6% | -14.4% |
| 6M | +38.1% | +17.2% | +20.9% | +32.0% |
| YTD | +80.1% | +5.2% | +74.9% | +74.2% |
| 1Y | +208.1% | +18.9% | +189.1% | +189.9% |
| 3Y | +350.2% | +215.9% | +134.3% | +236.8% |
| 5Y | +430.7% | -31.2% | +461.9% | +334.9% |
| All | +408.0% | -47.7% | +455.6% | +310.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling