+41,741.5%
LRCX vs FDS
+9,502.8%
+32,238.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.5% | +8.6% | +6.7% |
| 7D | +1.9% | -1.9% | +3.8% | +2.7% |
| 30D | +0.1% | +9.0% | -8.9% | -4.3% |
| 3M | -8.5% | +18.9% | -27.3% | -19.5% |
| 6M | +38.1% | +35.1% | +2.9% | +10.8% |
| YTD | +80.1% | +5.5% | +74.6% | +59.5% |
| 1Y | +208.1% | -16.8% | +224.9% | +200.5% |
| 3Y | +350.2% | -28.1% | +378.3% | +366.4% |
| 5Y | +430.7% | -17.4% | +448.1% | +410.3% |
| 10Y | +3,633.2% | +85.4% | +3,547.8% | +2,332.0% |
| All | +41,741.5% | +9,502.8% | +32,238.6% | +7,119.4% |
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