+42.8%
LRCX vs EXEL
+92.4%
-49.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.2% |
| 7D | -12.8% | +9.8% | -22.5% | -14.7% |
| 30D | -36.0% | +23.6% | -59.6% | -39.4% |
| 3M | -30.2% | +29.9% | -60.1% | -35.2% |
| 6M | -14.2% | +64.7% | -78.9% | -28.5% |
| YTD | +29.7% | +66.0% | -36.2% | +6.4% |
| 1Y | +42.8% | +92.0% | -49.2% | +5.6% |
| All | +42.8% | +92.4% | -49.6% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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