+42.8%
LRCX vs FDS
+31.1%
+11.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.9% | -6.9% | -2.4% |
| 7D | -12.8% | +9.4% | -22.2% | -8.0% |
| 30D | -36.0% | +23.8% | -59.8% | -27.6% |
| 3M | -30.2% | +25.1% | -55.4% | -19.8% |
| 6M | -14.2% | +53.8% | -68.0% | +12.6% |
| YTD | +29.7% | +19.6% | +10.2% | +55.6% |
| 1Y | +42.8% | +31.6% | +11.2% | +82.0% |
| All | +42.8% | +31.1% | +11.7% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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