+7,811.5%
LRCX vs FIVE
+862.5%
+6,949.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.1% | +7.2% | +6.4% |
| 7D | +6.5% | -0.5% | +7.0% | +7.0% |
| 30D | -23.8% | +17.4% | -41.2% | -27.7% |
| 3M | -24.2% | +7.0% | -31.2% | -26.2% |
| 6M | -20.2% | +20.5% | -40.6% | -25.7% |
| YTD | +38.2% | +33.1% | +5.1% | +24.4% |
| 1Y | +48.9% | +67.1% | -18.2% | +24.3% |
| 3Y | +252.8% | +41.9% | +210.9% | +185.9% |
| 5Y | +304.3% | +21.1% | +283.3% | +234.1% |
| 10Y | +2,664.2% | +518.8% | +2,145.4% | +1,421.2% |
| All | +7,811.5% | +862.5% | +6,949.0% | +3,947.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling