+48.0%
LRCX vs FITB
+30.8%
+17.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -24.9% |
| 3M | -32.9% | -5.2% | -27.7% | -30.7% |
| 6M | -23.4% | +17.3% | -40.7% | -30.6% |
| YTD | +32.4% | +19.3% | +13.1% | +17.9% |
| 1Y | +48.0% | +32.7% | +15.3% | +27.6% |
| All | +48.0% | +30.8% | +17.2% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling