+492.9%
LRCX vs GTLB
-50.0%
+542.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.4% | +9.5% | +5.1% |
| 7D | +10.4% | +4.6% | +5.8% | +9.3% |
| 30D | +2.9% | +21.0% | -18.1% | -1.0% |
| 3M | -1.2% | +51.7% | -52.9% | -9.6% |
| 6M | +60.9% | +89.3% | -28.4% | +38.5% |
| YTD | +87.5% | +25.6% | +61.9% | +74.4% |
| 1Y | +206.6% | -1.5% | +208.2% | +198.7% |
| 3Y | +392.1% | -9.9% | +402.0% | +366.4% |
| All | +492.9% | -50.0% | +542.9% | +409.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling