+116.2%
LRCX vs FRMI
-79.6%
+195.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.3% | -0.2% | +4.2% |
| 7D | +1.9% | +2.4% | -0.5% | +1.5% |
| 30D | +0.1% | -17.3% | +17.4% | +2.4% |
| 3M | -8.5% | -17.2% | +8.7% | -6.7% |
| 6M | +38.1% | -43.4% | +81.4% | +45.0% |
| YTD | +80.1% | -36.0% | +116.1% | +86.6% |
| All | +116.2% | -79.6% | +195.8% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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