+392.1%
LRCX vs GLD
+124.1%
+268.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.9% |
| 7D | +10.4% | +0.7% | +9.7% | +9.9% |
| 30D | +2.9% | +0.3% | +2.6% | +2.6% |
| 3M | -1.2% | +0.6% | -1.8% | -1.7% |
| 6M | +60.9% | -15.6% | +76.4% | +70.8% |
| YTD | +87.5% | +0.9% | +86.7% | +89.3% |
| 1Y | +206.6% | +19.4% | +187.3% | +195.0% |
| 3Y | +392.1% | +124.5% | +267.6% | +322.3% |
| All | +392.1% | +124.1% | +268.0% | +322.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 3y: compounded portfolio wealth divided by compounded GLD 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…
3y analysis · Full analysis span regression · 6 months rolling