+3,549.0%
LRCX vs FLR
+19.7%
+3,529.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | -3.1% | -3.5% | +0.4% | -2.2% |
| 30D | -8.6% | +4.2% | -12.7% | -9.6% |
| 3M | -17.7% | +8.1% | -25.8% | -19.2% |
| 6M | +36.4% | +21.5% | +14.8% | +30.2% |
| YTD | +74.5% | +36.8% | +37.8% | +62.5% |
| 1Y | +159.4% | +31.2% | +128.2% | +143.9% |
| 3Y | +361.6% | +53.9% | +307.7% | +307.5% |
| 5Y | +425.2% | +243.0% | +182.2% | +292.4% |
| All | +3,549.0% | +19.7% | +3,529.3% | +3,063.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling