+34.3%
LRCX vs FIVE
+63.0%
-28.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -3.6% | +7.3% | -10.9% | -6.0% |
| 30D | -30.3% | +18.1% | -48.3% | -34.5% |
| 3M | -27.3% | +7.7% | -35.1% | -29.8% |
| 6M | -24.2% | +13.6% | -37.9% | -28.9% |
| YTD | +30.3% | +34.6% | -4.3% | +8.7% |
| 1Y | +34.3% | +66.2% | -32.0% | -2.1% |
| All | +34.3% | +63.0% | -28.7% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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