+159.4%
LRCX vs FLEX
+101.0%
+58.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.2% | -7.1% | -4.5% |
| 7D | -3.1% | +5.7% | -8.8% | -6.6% |
| 30D | -8.6% | -7.0% | -1.5% | -4.4% |
| 3M | -17.7% | -23.8% | +6.1% | -2.7% |
| 6M | +36.4% | +82.6% | -46.3% | -10.2% |
| YTD | +74.5% | +91.6% | -17.1% | +10.5% |
| 1Y | +159.4% | +100.6% | +58.9% | +58.3% |
| All | +159.4% | +101.0% | +58.4% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling