+416.0%
LRCX vs JAAA
+26.5%
+389.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | -0.1% |
| 7D | -3.1% | +0.1% | -3.1% | -3.3% |
| 30D | -8.6% | +0.5% | -9.1% | -9.8% |
| 3M | -17.7% | +1.3% | -18.9% | -20.4% |
| 6M | +36.4% | +2.8% | +33.6% | +27.0% |
| YTD | +74.5% | +3.3% | +71.3% | +61.1% |
| 1Y | +159.4% | +4.9% | +154.5% | +131.2% |
| 3Y | +361.6% | +19.0% | +342.6% | +270.9% |
| All | +416.0% | +26.5% | +389.5% | +294.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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