+424.9%
LRCX vs FTI
+1,109.5%
-684.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.9% | -2.8% | -4.7% |
| 7D | +1.8% | -5.6% | +7.4% | +3.9% |
| 30D | -4.3% | +0.4% | -4.7% | -4.4% |
| 3M | -7.3% | +8.1% | -15.4% | -10.0% |
| 6M | +38.6% | +16.7% | +21.9% | +30.6% |
| YTD | +74.4% | +70.0% | +4.5% | +45.3% |
| 1Y | +179.1% | +85.4% | +93.7% | +125.0% |
| 3Y | +357.7% | +265.9% | +91.7% | +195.6% |
| 5Y | +424.9% | +1,072.7% | -647.9% | +127.4% |
| All | +424.9% | +1,109.5% | -684.6% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 5y: compounded portfolio wealth divided by compounded FTI 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…
5y analysis · Full analysis span regression · 6 months rolling