+42.8%
LRCX vs GS
+21.8%
+21.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.6% | -7.6% | -7.8% |
| 7D | -12.8% | +0.3% | -13.1% | -13.2% |
| 30D | -36.0% | +3.9% | -39.8% | -38.6% |
| 3M | -30.2% | -11.4% | -18.8% | -20.3% |
| 6M | -14.2% | +3.7% | -17.9% | -17.3% |
| YTD | +29.7% | +7.1% | +22.6% | +17.1% |
| 1Y | +42.8% | +19.7% | +23.1% | +14.4% |
| All | +42.8% | +21.8% | +21.0% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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