+456.3%
LRCX vs EXPE
+87.4%
+368.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +9.5% | -11.5% | +21.1% | +13.4% |
| 30D | +3.1% | -13.1% | +16.1% | +6.9% |
| 3M | -3.4% | +18.1% | -21.5% | -11.0% |
| 6M | +49.7% | +13.3% | +36.4% | +38.8% |
| YTD | +84.9% | -3.2% | +88.1% | +78.6% |
| 1Y | +200.8% | +26.1% | +174.7% | +159.3% |
| 3Y | +385.1% | +151.7% | +233.3% | +201.5% |
| All | +456.3% | +87.4% | +368.9% | +267.3% |
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