+243.9%
LRCX vs GS
+202.3%
+41.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.7% |
| 7D | +12.7% | +5.9% | +6.9% | +7.4% |
| 30D | -21.3% | +4.3% | -25.6% | -23.4% |
| 3M | -32.9% | -11.7% | -21.2% | -24.6% |
| 6M | -23.4% | -3.2% | -20.2% | -19.8% |
| YTD | +32.4% | +5.8% | +26.6% | +29.3% |
| 1Y | +48.0% | +16.0% | +32.0% | +35.2% |
| 3Y | +243.9% | +199.8% | +44.2% | +72.1% |
| All | +243.9% | +202.3% | +41.6% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling