+233.3%
LRCX vs GEV
+730.5%
-497.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.3% |
| 7D | +9.5% | +3.2% | +6.4% | +7.7% |
| 30D | +3.1% | -4.0% | +7.1% | +5.4% |
| 3M | -3.4% | +3.4% | -6.8% | -3.6% |
| 6M | +49.7% | +14.7% | +35.0% | +42.7% |
| YTD | +84.9% | +45.8% | +39.1% | +58.6% |
| 1Y | +200.8% | +57.4% | +143.5% | +146.4% |
| All | +233.3% | +730.5% | -497.1% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling