+2,506.1%
LRCX vs FE
+120.7%
+2,385.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -3.6% | -0.5% | -3.1% | -3.4% |
| 30D | -30.3% | +4.3% | -34.6% | -31.4% |
| 3M | -27.3% | +0.4% | -27.7% | -27.7% |
| 6M | -24.2% | +6.9% | -31.2% | -26.6% |
| YTD | +30.3% | +8.0% | +22.3% | +25.4% |
| 1Y | +34.3% | +4.8% | +29.5% | +30.6% |
| 3Y | +232.6% | +49.0% | +183.7% | +175.3% |
| 5Y | +286.2% | +46.2% | +240.0% | +217.1% |
| All | +2,506.1% | +120.7% | +2,385.5% | +2,093.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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