-32.4%
LRCX vs FIX
-49.0%
+16.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +5.4% | +2.8% | +3.4% |
| 7D | -16.2% | -17.5% | +1.3% | -2.4% |
| 30D | -39.2% | -41.6% | +2.4% | -1.3% |
| 3M | -34.4% | -40.6% | +6.2% | +2.9% |
| 6M | -32.4% | -49.4% | +16.9% | +23.4% |
| All | -32.4% | -49.0% | +16.5% | +23.4% |
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 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