+361.6%
LRCX vs GWRE
+50.1%
+311.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -3.1% | -13.2% | +10.2% | -3.3% |
| 30D | -8.6% | -18.6% | +10.0% | -9.0% |
| 3M | -17.7% | +18.9% | -36.6% | -19.9% |
| 6M | +36.4% | -11.0% | +47.3% | +37.6% |
| YTD | +74.5% | -29.9% | +104.4% | +86.9% |
| 1Y | +159.4% | -44.3% | +203.8% | +197.8% |
| 3Y | +361.6% | +51.7% | +309.9% | +241.5% |
| All | +361.6% | +50.1% | +311.5% | +241.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling