+361.6%
LRCX vs FTNT
+140.8%
+220.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.8% | +0.5% |
| 7D | -3.1% | -0.1% | -2.9% | -3.0% |
| 30D | -8.6% | -3.0% | -5.6% | -7.9% |
| 3M | -17.7% | +7.6% | -25.3% | -19.2% |
| 6M | +36.4% | +87.0% | -50.6% | +16.5% |
| YTD | +74.5% | +96.5% | -22.0% | +46.3% |
| 1Y | +159.4% | +92.9% | +66.5% | +118.9% |
| 3Y | +361.6% | +139.8% | +221.7% | +299.6% |
| All | +361.6% | +140.8% | +220.8% | +299.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling