+243.9%
LRCX vs FITB
+144.0%
+99.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -4.0% |
| 7D | +12.7% | +2.8% | +10.0% | +11.1% |
| 30D | -21.3% | +9.8% | -31.1% | -25.2% |
| 3M | -32.9% | -5.2% | -27.7% | -30.9% |
| 6M | -23.4% | +17.3% | -40.7% | -30.5% |
| YTD | +32.4% | +19.3% | +13.1% | +18.5% |
| 1Y | +48.0% | +32.7% | +15.3% | +24.6% |
| 3Y | +243.9% | +141.6% | +102.4% | +137.2% |
| All | +243.9% | +144.0% | +99.9% | +137.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling