+35,714.9%
LRCX vs FFIV
+7,518.9%
+28,196.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.6% | +5.3% |
| 7D | +1.9% | -1.0% | +2.9% | +2.2% |
| 30D | +0.1% | -5.1% | +5.1% | +1.8% |
| 3M | -8.5% | -4.5% | -4.0% | -6.8% |
| 6M | +38.1% | +36.5% | +1.6% | +23.7% |
| YTD | +80.1% | +53.0% | +27.1% | +54.7% |
| 1Y | +208.1% | +24.2% | +183.8% | +183.1% |
| 3Y | +350.2% | +137.2% | +213.0% | +233.2% |
| 5Y | +430.7% | +91.8% | +338.9% | +326.3% |
| 10Y | +3,633.2% | +215.2% | +3,418.0% | +2,456.4% |
| All | +35,714.9% | +7,518.9% | +28,196.0% | +6,635.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling