-23.4%
LRCX vs EXC
+5.9%
-29.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.7% | -1.5% |
| 7D | +12.7% | +1.4% | +11.3% | +14.9% |
| 30D | -21.3% | +8.6% | -29.8% | -11.2% |
| 3M | -32.9% | +2.4% | -35.3% | -30.0% |
| 6M | -23.4% | +6.5% | -29.9% | -16.9% |
| All | -23.4% | +5.9% | -29.3% | -16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling