+3,546.5%
LRCX vs FDS
+66.9%
+3,479.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.8% | +0.2% | -3.5% |
| 7D | +1.8% | -16.0% | +17.8% | +8.4% |
| 30D | -4.3% | -6.7% | +2.4% | -2.4% |
| 3M | -7.3% | +6.0% | -13.3% | -13.5% |
| 6M | +38.6% | +25.1% | +13.5% | +14.7% |
| YTD | +74.4% | -8.1% | +82.6% | +68.5% |
| 1Y | +179.1% | -26.0% | +205.1% | +202.6% |
| 3Y | +357.7% | -36.4% | +394.1% | +435.6% |
| 5Y | +424.9% | -27.7% | +452.6% | +448.2% |
| All | +3,546.5% | +66.9% | +3,479.6% | +2,081.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling