+3,549.0%
LRCX vs GAP
+31.2%
+3,517.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.7% |
| 7D | -3.1% | -4.1% | +1.0% | -2.0% |
| 30D | -8.6% | +6.2% | -14.8% | -10.5% |
| 3M | -17.7% | -0.7% | -17.0% | -18.6% |
| 6M | +36.4% | -7.1% | +43.5% | +36.6% |
| YTD | +74.5% | -14.1% | +88.6% | +78.0% |
| 1Y | +159.4% | -8.5% | +167.9% | +159.3% |
| 3Y | +361.6% | +115.4% | +246.2% | +243.7% |
| 5Y | +425.2% | +9.8% | +415.4% | +337.8% |
| All | +3,549.0% | +31.2% | +3,517.8% | +2,315.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling