+446.3%
LRCX vs FIX
+2,061.9%
-1,615.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +4.0% |
| 7D | +1.9% | +6.0% | -4.1% | -1.5% |
| 30D | +0.1% | -7.2% | +7.3% | +4.3% |
| 3M | -8.5% | -15.9% | +7.4% | +2.5% |
| 6M | +38.1% | +12.7% | +25.3% | +32.9% |
| YTD | +80.1% | +72.8% | +7.3% | +40.4% |
| 1Y | +208.1% | +122.9% | +85.2% | +110.4% |
| 3Y | +350.2% | +774.3% | -424.1% | +33.4% |
| All | +446.3% | +2,061.9% | -1,615.6% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling