+21,363.1%
LRCX vs FIX
+8,590.7%
+12,772.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +9.4% | +1.0% | +7.2% |
| 7D | -2.7% | -7.2% | +4.5% | -0.1% |
| 30D | -30.6% | -35.1% | +4.5% | -19.6% |
| 3M | -28.8% | -34.3% | +5.4% | -18.0% |
| 6M | -24.6% | -42.9% | +18.3% | -7.8% |
| YTD | +29.7% | +19.5% | +10.2% | +26.4% |
| 1Y | +39.5% | +16.8% | +22.7% | +37.0% |
| 3Y | +248.9% | +506.7% | -257.8% | +99.9% |
| 5Y | +274.3% | +1,046.7% | -772.3% | +77.0% |
| 10Y | +2,479.7% | +3,800.0% | -1,320.2% | +740.3% |
| All | +21,363.1% | +8,590.7% | +12,772.4% | +4,074.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling