+42.8%
LRCX vs GAP
+10.4%
+32.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +8.0% | -12.0% | -5.4% |
| 7D | -12.8% | +8.0% | -20.7% | -14.0% |
| 30D | -36.0% | +2.7% | -38.7% | -36.3% |
| 3M | -30.2% | +16.0% | -46.3% | -32.6% |
| 6M | -14.2% | +2.0% | -16.2% | -14.4% |
| YTD | +29.7% | -4.4% | +34.2% | +32.0% |
| 1Y | +42.8% | +9.2% | +33.6% | +36.7% |
| All | +42.8% | +10.4% | +32.4% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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