+243.9%
LRCX vs KEY
+127.6%
+116.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.7% |
| 7D | +12.7% | +2.9% | +9.8% | +11.2% |
| 30D | -21.3% | +8.4% | -29.7% | -24.4% |
| 3M | -32.9% | -5.8% | -27.1% | -30.8% |
| 6M | -23.4% | +5.4% | -28.8% | -25.4% |
| YTD | +32.4% | +7.1% | +25.3% | +28.1% |
| 1Y | +48.0% | +26.8% | +21.2% | +32.3% |
| 3Y | +243.9% | +128.7% | +115.3% | +158.1% |
| All | +243.9% | +127.6% | +116.3% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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