+3,549.0%
LRCX vs GWRE
+131.0%
+3,418.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -3.1% | -13.2% | +10.2% | +1.6% |
| 30D | -8.6% | -18.6% | +10.0% | -4.0% |
| 3M | -17.7% | +18.9% | -36.6% | -28.9% |
| 6M | +36.4% | -11.0% | +47.3% | +28.5% |
| YTD | +74.5% | -29.9% | +104.4% | +81.8% |
| 1Y | +159.4% | -44.3% | +203.8% | +204.6% |
| 3Y | +361.6% | +51.7% | +309.9% | +173.3% |
| 5Y | +425.2% | +15.4% | +409.8% | +255.8% |
| All | +3,549.0% | +131.0% | +3,418.1% | +1,476.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling