+2,547.4%
LRCX vs F
+79.7%
+2,467.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -3.6% | +1.0% | -4.6% | -4.0% |
| 30D | -30.3% | +2.1% | -32.4% | -31.1% |
| 3M | -27.3% | -10.3% | -17.1% | -24.5% |
| 6M | -24.2% | +3.3% | -27.5% | -27.4% |
| YTD | +30.3% | -2.0% | +32.3% | +28.2% |
| 1Y | +34.3% | -2.3% | +36.6% | +32.3% |
| 3Y | +232.6% | +49.9% | +182.8% | +154.1% |
| 5Y | +286.2% | -12.5% | +298.6% | +266.8% |
| 10Y | +2,547.4% | +74.3% | +2,473.2% | +1,362.3% |
| All | +2,547.4% | +79.7% | +2,467.8% | +1,362.3% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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