+40.1%
LRCX vs FPS
+22.4%
+17.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.0% | -8.9% | -5.0% |
| 7D | -3.1% | +1.5% | -4.6% | -4.1% |
| 30D | -8.6% | -16.9% | +8.3% | +1.0% |
| 3M | -17.7% | -45.3% | +27.7% | +12.1% |
| 6M | +36.4% | -10.3% | +46.7% | +42.0% |
| All | +40.1% | +22.4% | +17.7% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 10y: compounded portfolio wealth divided by compounded FPS 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…
10y analysis · Full analysis span regression · 6 months rolling