-25.1%
LRCX vs F
+3.9%
-29.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.6% | +9.8% | +10.3% |
| 7D | -2.7% | -0.6% | -2.1% | -2.6% |
| 30D | -30.6% | +2.9% | -33.5% | -30.8% |
| 3M | -28.8% | -9.5% | -19.4% | -28.2% |
| All | -25.1% | +3.9% | -29.0% | -28.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling