+392.1%
LRCX vs KEY
+130.9%
+261.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +5.9% | +5.0% |
| 7D | +10.4% | +2.7% | +7.7% | +8.9% |
| 30D | +2.9% | -3.2% | +6.1% | +4.6% |
| 3M | -1.2% | +1.0% | -2.1% | -1.5% |
| 6M | +60.9% | +11.9% | +49.0% | +53.0% |
| YTD | +87.5% | +8.7% | +78.8% | +80.7% |
| 1Y | +206.6% | +18.5% | +188.2% | +183.9% |
| 3Y | +392.1% | +124.0% | +268.1% | +269.0% |
| All | +392.1% | +130.9% | +261.2% | +269.0% |
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