+392.1%
LRCX vs COO
-23.3%
+415.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +6.9% | +4.9% |
| 7D | +10.4% | -2.3% | +12.7% | +11.0% |
| 30D | +2.9% | -8.8% | +11.7% | +5.3% |
| 3M | -1.2% | +1.3% | -2.5% | -2.8% |
| 6M | +60.9% | -11.6% | +72.4% | +66.5% |
| YTD | +87.5% | -17.4% | +105.0% | +99.2% |
| 1Y | +206.6% | -1.6% | +208.2% | +203.9% |
| 3Y | +392.1% | -22.6% | +414.7% | +398.1% |
| All | +392.1% | -23.3% | +415.4% | +398.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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