+10,729.1%
LRCX vs FANG
+1,412.9%
+9,316.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.2% |
| 3M | -17.7% | +7.6% | -25.3% | -19.6% |
| 6M | +36.4% | +17.3% | +19.0% | +29.2% |
| YTD | +74.5% | +38.7% | +35.9% | +57.8% |
| 1Y | +159.4% | +51.6% | +107.8% | +128.1% |
| 3Y | +361.6% | +50.0% | +311.6% | +302.3% |
| 5Y | +425.2% | +237.6% | +187.7% | +268.1% |
| 10Y | +3,645.0% | +180.7% | +3,464.3% | +2,176.0% |
| All | +10,729.1% | +1,412.9% | +9,316.2% | +4,852.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling