+248.9%
LRCX vs GLD
+109.7%
+139.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.9% | +8.5% | +9.5% |
| 7D | -2.7% | +4.9% | -7.7% | -5.2% |
| 30D | -30.6% | -1.3% | -29.3% | -30.1% |
| 3M | -28.8% | -4.8% | -24.1% | -27.1% |
| 6M | -24.6% | -12.5% | -12.1% | -19.9% |
| YTD | +29.7% | -4.2% | +33.9% | +34.1% |
| 1Y | +39.5% | +3.0% | +36.5% | +40.9% |
| 3Y | +248.9% | +109.1% | +139.8% | +172.5% |
| All | +248.9% | +109.7% | +139.2% | +172.5% |
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