+42.8%
LRCX vs JPM
+17.0%
+25.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.2% | -8.2% | -6.7% |
| 7D | -12.8% | +3.8% | -16.5% | -14.9% |
| 30D | -36.0% | +6.5% | -42.4% | -38.8% |
| 3M | -30.2% | -1.0% | -29.2% | -29.7% |
| 6M | -14.2% | +15.5% | -29.8% | -23.5% |
| YTD | +29.7% | +11.4% | +18.4% | +17.5% |
| 1Y | +42.8% | +16.1% | +26.7% | +24.0% |
| All | +42.8% | +17.0% | +25.8% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 1y: compounded portfolio wealth divided by compounded JPM 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…
1y analysis · Full analysis span regression · 6 months rolling