+159.4%
LRCX vs GFI
+26.4%
+133.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.5% |
| 7D | -3.1% | -4.9% | +1.8% | -1.4% |
| 30D | -8.6% | +10.7% | -19.3% | -11.9% |
| 3M | -17.7% | +25.6% | -43.3% | -25.1% |
| 6M | +36.4% | -8.3% | +44.6% | +36.7% |
| YTD | +74.5% | +6.3% | +68.2% | +67.3% |
| 1Y | +159.4% | +22.1% | +137.4% | +136.0% |
| All | +159.4% | +26.4% | +133.0% | +136.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling