+392.1%
LRCX vs GPC
-2.2%
+394.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +4.6% |
| 7D | +10.4% | +0.2% | +10.2% | +10.3% |
| 30D | +2.9% | -0.4% | +3.3% | +2.9% |
| 3M | -1.2% | +39.2% | -40.4% | -9.4% |
| 6M | +60.9% | +18.2% | +42.6% | +53.1% |
| YTD | +87.5% | +12.1% | +75.4% | +78.8% |
| 1Y | +206.6% | -0.7% | +207.3% | +202.3% |
| 3Y | +392.1% | -1.7% | +393.8% | +366.7% |
| All | +392.1% | -2.2% | +394.3% | +366.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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