+3,549.0%
LRCX vs EXEL
+375.2%
+3,173.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.6% |
| 7D | -3.1% | -4.9% | +1.8% | -2.0% |
| 30D | -8.6% | +11.4% | -19.9% | -10.8% |
| 3M | -17.7% | +4.9% | -22.6% | -18.9% |
| 6M | +36.4% | +34.4% | +1.9% | +27.3% |
| YTD | +74.5% | +28.0% | +46.5% | +64.3% |
| 1Y | +159.4% | +43.6% | +115.8% | +137.7% |
| 3Y | +361.6% | +155.2% | +206.4% | +260.4% |
| 5Y | +425.2% | +181.2% | +244.1% | +294.5% |
| All | +3,549.0% | +375.2% | +3,173.8% | +2,479.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling