+5,776.0%
LRCX vs FN
+2,887.5%
+2,888.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +11.7% | -3.4% | +3.9% |
| 7D | -16.2% | 0.0% | -16.1% | -16.2% |
| 30D | -39.2% | -34.3% | -4.9% | -29.1% |
| 3M | -34.4% | -39.9% | +5.5% | -21.8% |
| 6M | -32.4% | -51.8% | +19.4% | -13.3% |
| YTD | +17.4% | -28.1% | +45.6% | +29.6% |
| 1Y | +24.2% | -29.1% | +53.2% | +37.3% |
| 3Y | +221.6% | +102.4% | +119.1% | +139.6% |
| 5Y | +245.2% | +171.7% | +73.6% | +128.7% |
| 10Y | +2,310.5% | +773.5% | +1,537.0% | +1,073.1% |
| All | +5,776.0% | +2,887.5% | +2,888.5% | +2,309.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling