+361.6%
LRCX vs EXPE
+157.0%
+204.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | -0.2% |
| 7D | -3.1% | -5.8% | +2.7% | -2.1% |
| 30D | -8.6% | -13.6% | +5.1% | -6.2% |
| 3M | -17.7% | +25.2% | -42.9% | -23.8% |
| 6M | +36.4% | +22.3% | +14.0% | +26.2% |
| YTD | +74.5% | -0.3% | +74.9% | +69.9% |
| 1Y | +159.4% | +27.8% | +131.6% | +131.1% |
| 3Y | +361.6% | +162.4% | +199.1% | +235.8% |
| All | +361.6% | +157.0% | +204.6% | +235.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling