-23.4%
LRCX vs FFIV
-12.8%
-10.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.7% | -2.2% |
| 7D | +12.7% | -0.5% | +13.3% | +13.1% |
| 30D | -21.3% | -32.4% | +11.1% | -12.1% |
| 3M | -32.9% | -25.7% | -7.2% | -29.5% |
| 6M | -23.4% | -13.5% | -9.9% | -27.1% |
| All | -23.4% | -12.8% | -10.6% | -27.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling