+478.4%
LRCX vs FIVE
+38.7%
+439.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.4% | +3.9% |
| 7D | +10.4% | +3.7% | +6.7% | +9.0% |
| 30D | +2.9% | +4.0% | -1.1% | +1.1% |
| 3M | -1.2% | +36.2% | -37.4% | -12.4% |
| 6M | +60.9% | +18.0% | +42.8% | +49.1% |
| YTD | +87.5% | +34.9% | +52.7% | +65.7% |
| 1Y | +206.6% | +67.9% | +138.7% | +149.3% |
| 3Y | +392.1% | +57.3% | +334.8% | +268.7% |
| 5Y | +478.4% | +39.5% | +438.9% | +330.9% |
| All | +478.4% | +38.7% | +439.8% | +330.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling