+200.8%
LRCX vs FIX
+125.7%
+75.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | +0.2% |
| 7D | +9.5% | +3.5% | +6.0% | +6.6% |
| 30D | +3.1% | -3.5% | +6.6% | +5.6% |
| 3M | -3.4% | -11.8% | +8.4% | +8.0% |
| 6M | +49.7% | +17.8% | +31.9% | +38.4% |
| YTD | +84.9% | +73.3% | +11.6% | +38.2% |
| 1Y | +200.8% | +128.1% | +72.7% | +98.5% |
| All | +200.8% | +125.7% | +75.2% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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