+45.5%
LRCX vs FN
-21.9%
+67.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | +1.4% |
| 7D | +26.2% | +20.8% | +5.5% | +13.5% |
| 30D | -22.4% | -17.3% | -5.1% | -14.3% |
| 3M | -28.2% | -38.1% | +9.9% | -9.5% |
| 6M | -19.0% | -44.2% | +25.2% | +5.6% |
| YTD | +37.0% | -22.3% | +59.3% | +44.2% |
| 1Y | +45.5% | -20.9% | +66.4% | +50.0% |
| All | +45.5% | -21.9% | +67.4% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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