+361.3%
LRCX vs GTLB
-10.3%
+371.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.1% | -7.7% | -5.9% |
| 7D | +1.8% | -4.1% | +5.9% | +2.3% |
| 30D | -4.3% | +12.3% | -16.6% | -6.1% |
| 3M | -7.3% | +65.9% | -73.2% | -14.6% |
| 6M | +38.6% | +104.0% | -65.4% | +21.2% |
| YTD | +74.4% | +26.0% | +48.4% | +68.1% |
| 1Y | +179.1% | -3.5% | +182.6% | +185.8% |
| All | +361.3% | -10.3% | +371.6% | +368.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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