+361.6%
LRCX vs JPM
+162.9%
+198.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.4% |
| 7D | -3.1% | -0.7% | -2.4% | -2.7% |
| 30D | -8.6% | -2.5% | -6.1% | -7.2% |
| 3M | -17.7% | +14.1% | -31.8% | -24.8% |
| 6M | +36.4% | +25.1% | +11.3% | +17.4% |
| YTD | +74.5% | +12.1% | +62.4% | +60.9% |
| 1Y | +159.4% | +18.8% | +140.6% | +130.1% |
| 3Y | +361.6% | +163.4% | +198.2% | +156.2% |
| All | +361.6% | +162.9% | +198.7% | +156.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling