+361.3%
LRCX vs EXEL
+160.7%
+200.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -5.4% |
| 7D | +1.8% | -2.9% | +4.7% | +2.2% |
| 30D | -4.3% | +11.9% | -16.2% | -5.8% |
| 3M | -7.3% | +9.2% | -16.6% | -8.6% |
| 6M | +38.6% | +39.1% | -0.5% | +32.4% |
| YTD | +74.4% | +31.0% | +43.4% | +67.5% |
| 1Y | +179.1% | +52.3% | +126.8% | +164.6% |
| All | +361.3% | +160.7% | +200.6% | +355.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling