+2,520.1%
LRCX vs FITB
+212.2%
+2,307.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.9% |
| 7D | +12.7% | +2.8% | +10.0% | +11.2% |
| 30D | -21.3% | +9.8% | -31.1% | -25.0% |
| 3M | -32.9% | -5.2% | -27.7% | -31.1% |
| 6M | -23.4% | +17.3% | -40.7% | -29.8% |
| YTD | +32.4% | +19.3% | +13.1% | +20.0% |
| 1Y | +48.0% | +32.7% | +15.3% | +26.9% |
| 3Y | +243.9% | +141.6% | +102.4% | +114.4% |
| 5Y | +280.6% | +48.9% | +231.8% | +196.1% |
| All | +2,520.1% | +212.2% | +2,307.9% | +1,217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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