+159.4%
LRCX vs EXE
+1.0%
+158.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | -0.3% |
| 7D | -3.1% | -3.1% | +0.1% | -3.6% |
| 30D | -8.6% | -0.9% | -7.6% | -8.6% |
| 3M | -17.7% | +9.6% | -27.2% | -16.6% |
| 6M | +36.4% | -11.6% | +48.0% | +36.9% |
| YTD | +74.5% | -12.6% | +87.1% | +75.9% |
| 1Y | +159.4% | +1.2% | +158.3% | +163.1% |
| All | +159.4% | +1.0% | +158.4% | +163.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling