+361.6%
LRCX vs GM
+166.7%
+194.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -3.1% | -2.4% | -0.6% | -2.3% |
| 30D | -8.6% | -1.1% | -7.4% | -8.4% |
| 3M | -17.7% | +6.1% | -23.8% | -20.3% |
| 6M | +36.4% | +15.0% | +21.4% | +28.1% |
| YTD | +74.5% | +6.0% | +68.6% | +68.4% |
| 1Y | +159.4% | +47.1% | +112.4% | +123.0% |
| 3Y | +361.6% | +170.5% | +191.1% | +226.2% |
| All | +361.6% | +166.7% | +194.9% | +226.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling