+455.4%
LRCX vs F
+53.7%
+401.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.5% | +3.7% | +4.4% |
| 7D | +1.9% | +5.3% | -3.4% | -0.5% |
| 30D | +0.1% | +4.6% | -4.5% | -2.4% |
| 3M | -8.5% | -3.7% | -4.8% | -7.4% |
| 6M | +38.1% | +16.8% | +21.2% | +26.0% |
| YTD | +80.1% | +15.3% | +64.8% | +65.3% |
| 1Y | +208.1% | +31.0% | +177.1% | +165.2% |
| 3Y | +350.2% | +45.4% | +304.8% | +247.4% |
| All | +455.4% | +53.7% | +401.7% | +338.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling