+446.3%
LRCX vs EXPD
+61.6%
+384.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.5% |
| 7D | +1.9% | -1.1% | +3.0% | +2.7% |
| 30D | +0.1% | +4.1% | -4.0% | -2.4% |
| 3M | -8.5% | +17.9% | -26.4% | -17.9% |
| 6M | +38.1% | +29.2% | +8.8% | +15.6% |
| YTD | +80.1% | +27.4% | +52.7% | +49.7% |
| 1Y | +208.1% | +56.8% | +151.2% | +117.5% |
| 3Y | +350.2% | +68.0% | +282.2% | +193.0% |
| All | +446.3% | +61.6% | +384.8% | +240.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling