+416.0%
LRCX vs FITB
+68.5%
+347.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.2% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | -8.6% | -5.7% | -2.9% | -5.7% |
| 3M | -17.7% | +3.2% | -20.8% | -19.3% |
| 6M | +36.4% | +23.4% | +12.9% | +21.6% |
| YTD | +74.5% | +18.8% | +55.8% | +58.2% |
| 1Y | +159.4% | +25.0% | +134.5% | +128.3% |
| 3Y | +361.6% | +131.2% | +230.4% | +192.1% |
| All | +416.0% | +68.5% | +347.5% | +307.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling