+456.3%
LRCX vs EXEL
+197.1%
+259.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.7% |
| 7D | +9.5% | -0.3% | +9.9% | +9.6% |
| 30D | +3.1% | +10.1% | -7.1% | +0.8% |
| 3M | -3.4% | +10.1% | -13.5% | -5.7% |
| 6M | +49.7% | +37.7% | +12.0% | +38.9% |
| YTD | +84.9% | +33.1% | +51.8% | +72.5% |
| 1Y | +200.8% | +52.4% | +148.5% | +172.5% |
| 3Y | +385.1% | +163.8% | +221.2% | +273.6% |
| All | +456.3% | +197.1% | +259.1% | +277.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling