+42.8%
LRCX vs FTNT
+49.6%
-6.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.1% |
| 7D | -12.8% | -25.7% | +12.9% | -10.9% |
| 30D | -36.0% | -29.7% | -6.2% | -34.3% |
| 3M | -30.2% | -23.1% | -7.1% | -28.7% |
| 6M | -14.2% | +45.0% | -59.2% | -10.2% |
| YTD | +29.7% | +62.9% | -33.2% | +35.5% |
| 1Y | +42.8% | +51.8% | -9.0% | +52.2% |
| All | +42.8% | +49.6% | -6.8% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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