+7,971.4%
LRCX vs GWRE
+741.3%
+7,230.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -3.1% | -13.2% | +10.2% | +1.1% |
| 30D | -8.6% | -18.6% | +10.0% | -4.4% |
| 3M | -17.7% | +18.9% | -36.6% | -27.2% |
| 6M | +36.4% | -11.0% | +47.3% | +29.8% |
| YTD | +74.5% | -29.9% | +104.4% | +79.9% |
| 1Y | +159.4% | -44.3% | +203.8% | +193.9% |
| 3Y | +361.6% | +51.7% | +309.9% | +217.3% |
| 5Y | +425.2% | +15.4% | +409.8% | +295.4% |
| 10Y | +3,645.0% | +129.4% | +3,515.6% | +2,138.0% |
| All | +7,971.4% | +741.3% | +7,230.1% | +3,534.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling