+536.7%
LRCX vs EXE
+192.2%
+344.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +10.4% | -1.8% | +12.2% | +10.8% |
| 30D | +2.9% | +6.4% | -3.5% | +1.3% |
| 3M | -1.2% | +9.2% | -10.4% | -3.5% |
| 6M | +60.9% | -7.0% | +67.8% | +62.7% |
| YTD | +87.5% | -9.5% | +97.0% | +90.0% |
| 1Y | +206.6% | +6.2% | +200.4% | +195.4% |
| 3Y | +392.1% | +20.7% | +371.4% | +353.9% |
| 5Y | +478.4% | +103.6% | +374.8% | +398.3% |
| All | +536.7% | +192.2% | +344.5% | +403.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling