+2,547.4%
LRCX vs GD
+180.8%
+2,366.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.5% |
| 7D | -3.6% | -1.9% | -1.7% | -2.1% |
| 30D | -30.3% | +10.9% | -41.2% | -34.8% |
| 3M | -27.3% | -6.8% | -20.6% | -24.4% |
| 6M | -24.2% | +7.0% | -31.3% | -28.8% |
| YTD | +30.3% | +11.1% | +19.2% | +17.9% |
| 1Y | +34.3% | +7.0% | +27.3% | +24.8% |
| 3Y | +232.6% | +59.9% | +172.7% | +127.1% |
| 5Y | +286.2% | +102.5% | +183.7% | +115.7% |
| 10Y | +2,547.4% | +174.0% | +2,373.4% | +1,096.6% |
| All | +2,547.4% | +180.8% | +2,366.6% | +1,096.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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