+416.0%
LRCX vs FANG
+232.6%
+183.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -3.1% | +2.9% | -6.0% | -3.8% |
| 30D | -8.6% | +2.6% | -11.2% | -9.3% |
| 3M | -17.7% | +7.6% | -25.3% | -19.7% |
| 6M | +36.4% | +17.3% | +19.0% | +27.9% |
| YTD | +74.5% | +38.7% | +35.9% | +53.9% |
| 1Y | +159.4% | +51.6% | +107.8% | +120.2% |
| 3Y | +361.6% | +50.0% | +311.6% | +285.6% |
| All | +416.0% | +232.6% | +183.5% | +251.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling