+392.1%
LRCX vs FIX
+784.8%
-392.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +2.8% |
| 7D | +10.4% | +6.1% | +4.4% | +6.9% |
| 30D | +2.9% | -2.7% | +5.6% | +4.3% |
| 3M | -1.2% | -10.9% | +9.8% | +6.9% |
| 6M | +60.9% | +29.0% | +31.9% | +46.2% |
| YTD | +87.5% | +76.9% | +10.7% | +48.8% |
| 1Y | +206.6% | +130.7% | +75.9% | +116.4% |
| 3Y | +392.1% | +790.7% | -398.6% | +102.4% |
| All | +392.1% | +784.8% | -392.8% | +102.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling