+388.9%
LRCX vs FLEX
+465.7%
-76.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.5% |
| 7D | +9.5% | +6.4% | +3.2% | +5.3% |
| 30D | +3.1% | -5.9% | +8.9% | +7.2% |
| 3M | -3.4% | -23.5% | +20.1% | +15.5% |
| 6M | +49.7% | +83.7% | -34.0% | -2.5% |
| YTD | +84.9% | +86.5% | -1.6% | +19.2% |
| 1Y | +200.8% | +100.5% | +100.3% | +84.2% |
| All | +388.9% | +465.7% | -76.9% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling