+361.3%
LRCX vs FLR
+52.3%
+308.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.3% | -4.6% |
| 7D | +1.8% | -6.9% | +8.7% | +5.1% |
| 30D | -4.3% | +1.1% | -5.4% | -5.0% |
| 3M | -7.3% | +14.3% | -21.7% | -12.6% |
| 6M | +38.6% | +19.1% | +19.5% | +27.8% |
| YTD | +74.4% | +35.1% | +39.3% | +53.7% |
| 1Y | +179.1% | +29.5% | +149.6% | +149.8% |
| All | +361.3% | +52.3% | +308.9% | +245.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling