+492.6%
LRCX vs EXE
+182.2%
+310.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.5% |
| 7D | -3.1% | -3.1% | +0.1% | -2.4% |
| 30D | -8.6% | -0.9% | -7.6% | -8.5% |
| 3M | -17.7% | +9.6% | -27.2% | -19.7% |
| 6M | +36.4% | -11.6% | +48.0% | +39.6% |
| YTD | +74.5% | -12.6% | +87.1% | +78.2% |
| 1Y | +159.4% | +1.2% | +158.3% | +152.9% |
| 3Y | +361.6% | +18.0% | +343.6% | +327.7% |
| 5Y | +425.2% | +101.1% | +324.1% | +354.9% |
| All | +492.6% | +182.2% | +310.4% | +372.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling