+159.4%
LRCX vs GLW
+123.3%
+36.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -1.2% |
| 7D | -3.1% | +7.8% | -10.9% | -7.7% |
| 30D | -8.6% | -0.4% | -8.1% | -8.8% |
| 3M | -17.7% | -5.6% | -12.1% | -15.7% |
| 6M | +36.4% | +26.7% | +9.6% | +14.4% |
| YTD | +74.5% | +91.0% | -16.5% | +6.5% |
| 1Y | +159.4% | +122.4% | +37.0% | +41.5% |
| All | +159.4% | +123.3% | +36.2% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling