+453.7%
LRCX vs GFS
0.0%
+453.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -1.2% |
| 7D | -3.1% | +3.8% | -6.9% | -5.2% |
| 30D | -8.6% | -11.7% | +3.2% | -1.8% |
| 3M | -17.7% | -41.8% | +24.1% | +13.4% |
| 6M | +36.4% | +6.6% | +29.7% | +33.1% |
| YTD | +74.5% | +34.6% | +39.9% | +47.9% |
| 1Y | +159.4% | +46.2% | +113.3% | +109.1% |
| 3Y | +361.6% | -20.3% | +381.9% | +391.9% |
| All | +453.7% | 0.0% | +453.7% | +450.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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