+30,658.5%
LRCX vs FDS
+10,480.1%
+20,178.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.5% |
| 7D | +12.7% | +1.5% | +11.2% | +12.0% |
| 30D | -21.3% | +14.8% | -36.1% | -26.8% |
| 3M | -32.9% | +16.3% | -49.2% | -38.9% |
| 6M | -23.4% | +66.2% | -89.6% | -44.2% |
| YTD | +32.4% | +16.2% | +16.1% | +10.0% |
| 1Y | +48.0% | +21.8% | +26.2% | +19.3% |
| 3Y | +243.9% | -23.9% | +267.8% | +241.1% |
| 5Y | +280.6% | -23.1% | +303.7% | +274.8% |
| 10Y | +2,547.5% | +128.7% | +2,418.8% | +1,439.1% |
| All | +30,658.5% | +10,480.1% | +20,178.5% | +4,881.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling