+2,520.1%
LRCX vs FFIV
+118.6%
+2,401.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.7% | -1.6% |
| 7D | +12.7% | -0.5% | +13.3% | +13.3% |
| 30D | -21.3% | -32.4% | +11.1% | -0.2% |
| 3M | -32.9% | -25.7% | -7.2% | -20.9% |
| 6M | -23.4% | -13.5% | -9.9% | -18.9% |
| YTD | +32.4% | +21.1% | +11.3% | +8.1% |
| 1Y | +48.0% | +29.4% | +18.6% | +15.0% |
| 3Y | +243.9% | +94.9% | +149.0% | +92.1% |
| 5Y | +280.6% | +34.7% | +245.9% | +174.3% |
| All | +2,520.1% | +118.6% | +2,401.5% | +1,151.1% |
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