+3,546.5%
LRCX vs GLW
+844.8%
+2,701.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.2% | -2.5% | -3.3% |
| 7D | +1.8% | +11.7% | -9.9% | -6.2% |
| 30D | -4.3% | +2.7% | -7.0% | -6.8% |
| 3M | -7.3% | -2.8% | -4.5% | -7.5% |
| 6M | +38.6% | +20.2% | +18.4% | +13.7% |
| YTD | +74.4% | +87.3% | -12.9% | -1.5% |
| 1Y | +179.1% | +119.6% | +59.5% | +39.2% |
| 3Y | +357.7% | +453.7% | -96.0% | +6.9% |
| 5Y | +424.9% | +376.1% | +48.8% | +37.4% |
| All | +3,546.5% | +844.8% | +2,701.6% | +413.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 10y: compounded portfolio wealth divided by compounded GLW 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…
10y analysis · Full analysis span regression · 6 months rolling