+361.6%
LRCX vs GDDY
+30.8%
+330.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | +0.1% |
| 7D | -3.1% | -3.2% | +0.1% | -3.1% |
| 30D | -8.6% | +6.8% | -15.4% | -8.5% |
| 3M | -17.7% | +30.5% | -48.1% | -19.3% |
| 6M | +36.4% | +13.3% | +23.0% | +35.0% |
| YTD | +74.5% | -21.0% | +95.5% | +92.1% |
| 1Y | +159.4% | -34.0% | +193.4% | +205.9% |
| 3Y | +361.6% | +33.1% | +328.5% | +311.6% |
| All | +361.6% | +30.8% | +330.8% | +311.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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