+10,207.7%
LRCX vs FIVE
+868.1%
+9,339.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.1% | 0.0% | +3.4% |
| 7D | +1.9% | +4.3% | -2.4% | +0.5% |
| 30D | +0.1% | +12.5% | -12.4% | -4.0% |
| 3M | -8.5% | +31.2% | -39.7% | -16.7% |
| 6M | +38.1% | +14.4% | +23.7% | +30.7% |
| YTD | +80.1% | +33.9% | +46.2% | +62.0% |
| 1Y | +208.1% | +65.1% | +143.0% | +158.4% |
| 3Y | +350.2% | +49.0% | +301.2% | +259.0% |
| 5Y | +430.7% | +30.3% | +400.4% | +328.9% |
| 10Y | +3,633.2% | +481.1% | +3,152.1% | +1,971.8% |
| All | +10,207.7% | +868.1% | +9,339.6% | +5,172.1% |
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 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