+200.8%
LRCX vs F
+20.6%
+180.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | +0.2% |
| 7D | +9.5% | -4.9% | +14.4% | +11.7% |
| 30D | +3.1% | -2.9% | +6.0% | +3.7% |
| 3M | -3.4% | -9.1% | +5.7% | -0.4% |
| 6M | +49.7% | +12.9% | +36.7% | +33.7% |
| YTD | +84.9% | +6.1% | +78.8% | +71.0% |
| 1Y | +200.8% | +22.5% | +178.3% | +152.3% |
| All | +200.8% | +20.6% | +180.2% | +152.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling