+208,807.7%
LRCX vs F
+533.3%
+208,274.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.6% | +9.8% | +10.2% |
| 7D | -2.7% | -0.6% | -2.1% | -2.5% |
| 30D | -30.6% | +2.9% | -33.5% | -31.5% |
| 3M | -28.8% | -9.5% | -19.4% | -26.7% |
| 6M | -24.6% | +4.0% | -28.6% | -27.2% |
| YTD | +29.7% | -1.3% | +30.9% | +28.1% |
| 1Y | +39.5% | -1.9% | +41.5% | +38.2% |
| 3Y | +248.9% | +53.5% | +195.4% | +181.2% |
| 5Y | +274.3% | -15.1% | +289.5% | +270.4% |
| 10Y | +2,479.7% | +81.0% | +2,398.7% | +1,692.6% |
| All | +208,807.7% | +533.3% | +208,274.4% | +55,856.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling