+256.1%
LRCX vs GLXY
+3.8%
+252.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -3.1% | -7.3% | +4.3% | -0.8% |
| 30D | -8.6% | +15.7% | -24.3% | -13.2% |
| 3M | -17.7% | -26.7% | +9.0% | -11.8% |
| 6M | +36.4% | +13.7% | +22.7% | +29.3% |
| YTD | +74.5% | +9.1% | +65.4% | +64.3% |
| 1Y | +159.4% | -15.5% | +174.9% | +158.4% |
| All | +256.1% | +3.8% | +252.2% | +247.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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