+3,549.0%
LRCX vs GFI
+1,066.8%
+2,482.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.2% |
| 7D | -3.1% | -4.9% | +1.8% | -2.5% |
| 30D | -8.6% | +10.7% | -19.3% | -9.7% |
| 3M | -17.7% | +25.6% | -43.3% | -20.1% |
| 6M | +36.4% | -8.3% | +44.6% | +36.8% |
| YTD | +74.5% | +6.3% | +68.2% | +72.4% |
| 1Y | +159.4% | +22.1% | +137.4% | +152.5% |
| 3Y | +361.6% | +289.2% | +72.4% | +299.9% |
| 5Y | +425.2% | +531.7% | -106.4% | +327.1% |
| All | +3,549.0% | +1,066.8% | +2,482.2% | +2,893.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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