-25.1%
LRCX vs FIX
-43.0%
+17.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +9.4% | +1.0% | +2.0% |
| 7D | -2.7% | -7.2% | +4.5% | +2.0% |
| 30D | -30.6% | -35.1% | +4.5% | +2.8% |
| 3M | -28.8% | -34.3% | +5.4% | +2.1% |
| All | -25.1% | -43.0% | +17.9% | +30.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling