+392.1%
LRCX vs EXC
+21.1%
+371.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.4% | +4.5% |
| 7D | +10.4% | +1.2% | +9.2% | +11.0% |
| 30D | +2.9% | -2.7% | +5.6% | +1.6% |
| 3M | -1.2% | -1.0% | -0.2% | -1.3% |
| 6M | +60.9% | -9.3% | +70.1% | +56.6% |
| YTD | +87.5% | +3.6% | +83.9% | +90.8% |
| 1Y | +206.6% | +5.9% | +200.7% | +215.2% |
| 3Y | +392.1% | +21.3% | +370.8% | +444.8% |
| All | +392.1% | +21.1% | +371.0% | +444.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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