+416.0%
LRCX vs GNRC
-58.7%
+474.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.9% | -1.1% |
| 7D | -3.1% | -0.2% | -2.9% | -3.0% |
| 30D | -8.6% | -15.7% | +7.2% | -1.9% |
| 3M | -17.7% | -27.3% | +9.7% | -5.3% |
| 6M | +36.4% | -12.1% | +48.4% | +45.6% |
| YTD | +74.5% | +37.1% | +37.4% | +57.3% |
| 1Y | +159.4% | -0.5% | +159.9% | +160.4% |
| 3Y | +361.6% | +61.5% | +300.1% | +275.6% |
| All | +416.0% | -58.7% | +474.7% | +475.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 5y: compounded portfolio wealth divided by compounded GNRC 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…
5y analysis · Full analysis span regression · 6 months rolling