+246.2%
LRCX vs EXPD
+55.6%
+190.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.3% | +10.5% | +9.7% |
| 7D | -16.2% | -7.2% | -9.0% | -11.6% |
| 30D | -39.2% | -3.3% | -35.9% | -37.7% |
| 3M | -34.4% | +3.4% | -37.8% | -35.7% |
| 6M | -32.4% | +22.7% | -55.1% | -41.1% |
| YTD | +17.4% | +24.5% | -7.1% | -1.2% |
| 1Y | +24.2% | +38.6% | -14.5% | -3.6% |
| 3Y | +221.6% | +71.5% | +150.1% | +102.4% |
| All | +246.2% | +55.6% | +190.6% | +121.8% |
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