+395.9%
LRCX vs FDX
+61.6%
+334.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +5.4% |
| 7D | +10.4% | -3.3% | +13.7% | +12.2% |
| 30D | +2.9% | -1.4% | +4.3% | +3.4% |
| 3M | -1.2% | -4.5% | +3.3% | +1.2% |
| 6M | +60.9% | +9.4% | +51.5% | +53.8% |
| YTD | +87.5% | +36.0% | +51.5% | +62.9% |
| 1Y | +206.6% | +75.5% | +131.1% | +138.2% |
| All | +395.9% | +61.6% | +334.3% | +275.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 3y: compounded portfolio wealth divided by compounded FDX 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…
3y analysis · Full analysis span regression · 6 months rolling