+208.1%
LRCX vs EXEL
+59.2%
+148.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.2% |
| 7D | +1.9% | +8.4% | -6.5% | -0.6% |
| 30D | +0.1% | +4.1% | -4.0% | -1.3% |
| 3M | -8.5% | +12.4% | -20.9% | -12.4% |
| 6M | +38.1% | +41.5% | -3.5% | +20.9% |
| YTD | +80.1% | +34.6% | +45.4% | +59.4% |
| 1Y | +208.1% | +57.9% | +150.2% | +157.4% |
| All | +208.1% | +59.2% | +148.8% | +157.4% |
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