+243.9%
LRCX vs EXPD
+75.3%
+168.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -2.9% | -3.1% |
| 7D | +12.7% | +5.5% | +7.2% | +9.8% |
| 30D | -21.3% | -0.8% | -20.5% | -20.6% |
| 3M | -32.9% | +4.1% | -37.0% | -34.0% |
| 6M | -23.4% | +25.7% | -49.1% | -31.2% |
| YTD | +32.4% | +31.4% | +1.0% | +14.2% |
| 1Y | +48.0% | +42.2% | +5.9% | +22.0% |
| 3Y | +243.9% | +77.2% | +166.8% | +148.1% |
| All | +243.9% | +75.3% | +168.7% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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