+3,546.5%
LRCX vs EXPE
+165.2%
+3,381.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.2% | -6.2% |
| 7D | +1.8% | -8.7% | +10.5% | +4.8% |
| 30D | -4.3% | -13.6% | +9.3% | 0.0% |
| 3M | -7.3% | +26.6% | -34.0% | -17.5% |
| 6M | +38.6% | +19.9% | +18.6% | +24.9% |
| YTD | +74.4% | -1.7% | +76.1% | +66.3% |
| 1Y | +179.1% | +29.4% | +149.7% | +135.5% |
| 3Y | +357.7% | +155.7% | +202.0% | +177.5% |
| 5Y | +424.9% | +93.1% | +331.8% | +237.8% |
| All | +3,546.5% | +165.2% | +3,381.3% | +1,618.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling