+591.2%
LRCX vs GEHC
+2.1%
+589.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -3.1% | -7.2% | +4.1% | -0.4% |
| 30D | -8.6% | -11.6% | +3.0% | -4.4% |
| 3M | -17.7% | -0.8% | -16.8% | -19.5% |
| 6M | +36.4% | -11.9% | +48.3% | +40.7% |
| YTD | +74.5% | -21.9% | +96.5% | +90.3% |
| 1Y | +159.4% | -17.8% | +177.3% | +174.8% |
| 3Y | +361.6% | -3.5% | +365.1% | +358.2% |
| All | +591.2% | +2.1% | +589.1% | +575.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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