+109.6%
LRCX vs FRMI
-78.1%
+187.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -2.0% | -0.3% |
| 7D | -3.1% | +7.4% | -10.5% | -4.3% |
| 30D | -8.6% | -27.6% | +19.1% | -4.1% |
| 3M | -17.7% | -20.9% | +3.2% | -15.7% |
| 6M | +36.4% | -36.6% | +72.9% | +40.9% |
| YTD | +74.5% | -31.3% | +105.8% | +78.7% |
| All | +109.6% | -78.1% | +187.7% | +122.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling