+277.1%
LRCX vs EXPE
+46.0%
+231.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.0% |
| 7D | +12.7% | -0.5% | +13.2% | +12.9% |
| 30D | -21.3% | -6.1% | -15.2% | -20.3% |
| 3M | -32.9% | -21.3% | -11.6% | -29.0% |
| 6M | -23.4% | +19.0% | -42.4% | -30.8% |
| YTD | +32.4% | -8.4% | +40.8% | +28.5% |
| 1Y | +48.0% | -2.8% | +50.8% | +40.2% |
| 3Y | +243.9% | +120.8% | +123.2% | +119.2% |
| All | +277.1% | +46.0% | +231.1% | +170.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling