+42.8%
LRCX vs GM
+37.1%
+5.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.6% | -8.7% | -5.7% |
| 7D | -12.8% | +12.1% | -24.8% | -16.9% |
| 30D | -36.0% | +15.2% | -51.2% | -39.8% |
| 3M | -30.2% | +4.9% | -35.1% | -32.0% |
| 6M | -14.2% | +22.6% | -36.8% | -26.2% |
| YTD | +29.7% | +14.4% | +15.3% | +13.5% |
| 1Y | +42.8% | +39.4% | +3.4% | +5.4% |
| All | +42.8% | +37.1% | +5.7% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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