+34.8%
LRCX vs FANG
+34.5%
+0.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.9% | +0.9% | -5.5% |
| 7D | -12.8% | -11.3% | -1.4% | -15.9% |
| 30D | -36.0% | -0.7% | -35.3% | -35.5% |
| 3M | -30.2% | -4.2% | -26.1% | -30.2% |
| 6M | -14.2% | -13.5% | -0.7% | -17.4% |
| YTD | +29.7% | +23.7% | +6.0% | +46.3% |
| All | +34.8% | +34.5% | +0.2% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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