+642.6%
LRCX vs GEHC
+6.6%
+636.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.2% | +5.3% |
| 7D | +10.4% | -5.2% | +15.6% | +12.5% |
| 30D | +2.9% | -7.0% | +9.9% | +5.5% |
| 3M | -1.2% | +3.3% | -4.5% | -4.8% |
| 6M | +60.9% | -10.0% | +70.9% | +65.0% |
| YTD | +87.5% | -18.5% | +106.0% | +101.1% |
| 1Y | +206.6% | -14.4% | +221.1% | +219.9% |
| 3Y | +392.1% | +3.4% | +388.7% | +377.0% |
| All | +642.6% | +6.6% | +636.0% | +613.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling