+351.0%
LRCX vs FN
+158.4%
+192.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.0% | +3.6% |
| 7D | +1.9% | -1.7% | +3.6% | +2.8% |
| 30D | +0.1% | -22.0% | +22.1% | +11.2% |
| 3M | -8.5% | -43.0% | +34.5% | +17.4% |
| 6M | +38.1% | -27.7% | +65.8% | +55.3% |
| YTD | +80.1% | -10.5% | +90.6% | +81.9% |
| 1Y | +208.1% | +12.5% | +195.6% | +179.8% |
| All | +351.0% | +158.4% | +192.6% | +156.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling