+29,704.9%
LRCX vs FIX
+12,471.5%
+17,233.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +4.5% |
| 7D | +1.9% | +6.0% | -4.1% | 0.0% |
| 30D | +0.1% | -7.2% | +7.3% | +2.5% |
| 3M | -8.5% | -15.9% | +7.4% | -1.8% |
| 6M | +38.1% | +12.7% | +25.3% | +35.4% |
| YTD | +80.1% | +72.8% | +7.3% | +54.9% |
| 1Y | +208.1% | +122.9% | +85.2% | +144.0% |
| 3Y | +350.2% | +774.3% | -424.1% | +126.7% |
| 5Y | +430.7% | +2,049.5% | -1,618.8% | +105.3% |
| 10Y | +3,633.2% | +5,821.5% | -2,188.2% | +955.0% |
| All | +29,704.9% | +12,471.5% | +17,233.4% | +5,014.2% |
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