+40.0%
LRCX vs FPS
+12.3%
+27.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.8% | +0.1% | -2.3% |
| 7D | +1.8% | -4.6% | +6.4% | +4.7% |
| 30D | -4.3% | -22.6% | +18.3% | +10.5% |
| 3M | -7.3% | -45.1% | +37.8% | +27.7% |
| 6M | +38.6% | -17.8% | +56.4% | +52.2% |
| All | +40.0% | +12.3% | +27.7% | +37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling