+416.0%
LRCX vs GIS
-25.1%
+441.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | 0.0% |
| 7D | -3.1% | -6.4% | +3.3% | -5.6% |
| 30D | -8.6% | -6.1% | -2.4% | -10.5% |
| 3M | -17.7% | +7.8% | -25.5% | -14.5% |
| 6M | +36.4% | -8.8% | +45.1% | +35.9% |
| YTD | +74.5% | -19.1% | +93.7% | +69.4% |
| 1Y | +159.4% | -24.8% | +184.2% | +149.3% |
| 3Y | +361.6% | -37.6% | +399.1% | +329.6% |
| All | +416.0% | -25.1% | +441.1% | +378.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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