+214.7%
LRCX vs GEV
+735.9%
-521.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -1.9% |
| 7D | -3.1% | +1.6% | -4.7% | -3.9% |
| 30D | -8.6% | -7.9% | -0.6% | -4.4% |
| 3M | -17.7% | +5.6% | -23.3% | -18.8% |
| 6M | +36.4% | +13.1% | +23.3% | +30.7% |
| YTD | +74.5% | +46.7% | +27.8% | +49.3% |
| 1Y | +159.4% | +51.3% | +108.2% | +116.4% |
| All | +214.7% | +735.9% | -521.2% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 5y: compounded portfolio wealth divided by compounded GEV 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…
5y analysis · Full analysis span regression · 6 months rolling