+216.2%
LRCX vs FIG
-72.7%
+288.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.8% | -4.7% | +0.4% |
| 7D | -3.1% | -3.8% | +0.7% | -3.3% |
| 30D | -8.6% | -2.3% | -6.2% | -8.4% |
| 3M | -17.7% | +20.0% | -37.6% | -15.7% |
| 6M | +36.4% | -16.7% | +53.0% | +41.3% |
| YTD | +74.5% | -37.9% | +112.5% | +85.7% |
| 1Y | +159.4% | -58.5% | +218.0% | +183.4% |
| All | +216.2% | -72.7% | +288.9% | +231.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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