+486.4%
LRCX vs GFS
-2.1%
+488.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -2.5% |
| 7D | +9.5% | +4.5% | +5.0% | +6.8% |
| 30D | +3.1% | -8.2% | +11.3% | +8.2% |
| 3M | -3.4% | -38.9% | +35.5% | +30.0% |
| 6M | +49.7% | -2.9% | +52.6% | +53.6% |
| YTD | +84.9% | +31.8% | +53.1% | +58.6% |
| 1Y | +200.8% | +43.1% | +157.7% | +145.5% |
| 3Y | +385.1% | -20.6% | +405.7% | +418.6% |
| All | +486.4% | -2.1% | +488.6% | +490.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling