+834.9%
LRCX vs JAAA
+29.3%
+805.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +10.4% | +0.1% | +10.3% | +10.2% |
| 30D | +2.9% | +0.5% | +2.5% | +1.8% |
| 3M | -1.2% | +1.2% | -2.4% | -3.9% |
| 6M | +60.9% | +2.8% | +58.0% | +50.8% |
| YTD | +87.5% | +3.2% | +84.4% | +74.8% |
| 1Y | +206.6% | +4.8% | +201.8% | +177.0% |
| 3Y | +392.1% | +19.0% | +373.1% | +306.6% |
| 5Y | +478.4% | +26.8% | +451.6% | +356.7% |
| All | +834.9% | +29.3% | +805.6% | +578.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling