+277.1%
LRCX vs EXC
+41.3%
+235.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.7% | -3.2% |
| 7D | +12.7% | +1.4% | +11.3% | +12.9% |
| 30D | -21.3% | +8.6% | -29.8% | -20.5% |
| 3M | -32.9% | +2.4% | -35.3% | -32.5% |
| 6M | -23.4% | +6.5% | -29.9% | -23.1% |
| YTD | +32.4% | +9.0% | +23.3% | +32.4% |
| 1Y | +48.0% | +4.6% | +43.4% | +48.4% |
| 3Y | +243.9% | +33.5% | +210.5% | +229.3% |
| All | +277.1% | +41.3% | +235.8% | +246.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling