+267.3%
LRCX vs GLXY
+12.0%
+255.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.8% | +5.3% |
| 7D | +1.9% | +13.4% | -11.5% | -2.3% |
| 30D | +0.1% | +38.1% | -38.0% | -10.2% |
| 3M | -8.5% | -7.3% | -1.2% | -8.5% |
| 6M | +38.1% | +8.2% | +29.9% | +31.5% |
| YTD | +80.1% | +17.8% | +62.3% | +65.6% |
| 1Y | +208.1% | +14.9% | +193.1% | +194.3% |
| All | +267.3% | +12.0% | +255.3% | +250.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling