+468.6%
LRCX vs IR
+43.3%
+425.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +5.5% |
| 7D | +10.4% | +0.6% | +9.8% | +9.8% |
| 30D | +2.9% | -13.6% | +16.5% | +15.8% |
| 3M | -1.2% | +3.7% | -4.9% | -5.3% |
| 6M | +60.9% | -13.1% | +73.9% | +78.5% |
| YTD | +87.5% | -5.1% | +92.7% | +91.1% |
| 1Y | +206.6% | -6.5% | +213.1% | +215.8% |
| 3Y | +392.1% | +8.5% | +383.6% | +335.0% |
| All | +468.6% | +43.3% | +425.3% | +288.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 5y: compounded portfolio wealth divided by compounded IR 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…
5y analysis · Full analysis span regression · 6 months rolling