+239.7%
LRCX vs FIG
-73.2%
+313.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.7% | +9.8% | +3.7% |
| 7D | +10.4% | -16.4% | +26.8% | +9.0% |
| 30D | +2.9% | -2.3% | +5.2% | +3.1% |
| 3M | -1.2% | +7.8% | -9.0% | +1.0% |
| 6M | +60.9% | -21.8% | +82.7% | +66.7% |
| YTD | +87.5% | -39.1% | +126.7% | +99.2% |
| 1Y | +206.6% | -56.6% | +263.3% | +234.5% |
| All | +239.7% | -73.2% | +313.0% | +255.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling