+7,531.2%
LRCX vs GM
+232.1%
+7,299.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.8% | -8.5% | -7.0% |
| 7D | +1.8% | -1.1% | +2.9% | +2.2% |
| 30D | -4.3% | -3.4% | -0.9% | -3.0% |
| 3M | -7.3% | +8.7% | -16.0% | -11.8% |
| 6M | +38.6% | +15.4% | +23.1% | +28.1% |
| YTD | +74.4% | +6.6% | +67.8% | +67.3% |
| 1Y | +179.1% | +51.5% | +127.6% | +123.2% |
| 3Y | +357.7% | +169.3% | +188.3% | +160.7% |
| 5Y | +424.9% | +81.6% | +343.3% | +255.5% |
| 10Y | +3,642.4% | +240.7% | +3,401.7% | +1,576.4% |
| All | +7,531.2% | +232.1% | +7,299.0% | +3,043.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling