+12,990.0%
LRCX vs FTI
+2,107.5%
+10,882.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +9.5% | -2.3% | +11.9% | +10.5% |
| 30D | +3.1% | +5.0% | -1.9% | +1.2% |
| 3M | -3.4% | +13.8% | -17.2% | -8.3% |
| 6M | +49.7% | +22.9% | +26.8% | +37.6% |
| YTD | +84.9% | +75.0% | +9.9% | +49.4% |
| 1Y | +200.8% | +96.9% | +103.9% | +131.4% |
| 3Y | +385.1% | +276.7% | +108.3% | +186.5% |
| 5Y | +460.5% | +1,157.0% | -696.5% | +95.2% |
| 10Y | +3,866.3% | +310.7% | +3,555.6% | +1,619.0% |
| All | +12,990.0% | +2,107.5% | +10,882.5% | +1,317.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling