+446.3%
LRCX vs FN
+289.0%
+157.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.6% |
| 6M | +38.1% | -27.7% | +65.8% | +55.4% |
| YTD | +80.1% | -10.5% | +90.6% | +81.8% |
| 1Y | +208.1% | +12.5% | +195.6% | +178.7% |
| 3Y | +350.2% | +153.8% | +196.4% | +154.2% |
| All | +446.3% | +289.0% | +157.3% | +133.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling