+2,611.3%
LRCX vs FFIV
+124.6%
+2,486.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.4% |
| 7D | +26.2% | +1.9% | +24.3% | +24.8% |
| 30D | -22.4% | -33.3% | +10.9% | -0.6% |
| 3M | -28.2% | -24.9% | -3.3% | -16.1% |
| 6M | -19.0% | -10.5% | -8.5% | -16.2% |
| YTD | +37.0% | +24.4% | +12.5% | +9.8% |
| 1Y | +45.5% | +32.3% | +13.2% | +11.5% |
| 3Y | +249.7% | +99.7% | +150.0% | +92.1% |
| 5Y | +293.9% | +38.4% | +255.4% | +178.7% |
| All | +2,611.3% | +124.6% | +2,486.7% | +1,171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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