+232.6%
LRCX vs FIVE
+43.9%
+188.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -3.6% | +7.3% | -10.9% | -5.6% |
| 30D | -30.3% | +18.1% | -48.3% | -33.7% |
| 3M | -27.3% | +7.7% | -35.1% | -29.2% |
| 6M | -24.2% | +13.6% | -37.9% | -27.9% |
| YTD | +30.3% | +34.6% | -4.3% | +17.8% |
| 1Y | +34.3% | +66.2% | -32.0% | +14.0% |
| 3Y | +232.6% | +43.5% | +189.2% | +126.6% |
| All | +232.6% | +43.9% | +188.7% | +126.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling