+460.5%
LRCX vs KEY
+40.7%
+419.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.3% |
| 7D | +9.5% | -0.3% | +9.9% | +9.7% |
| 30D | +3.1% | -3.3% | +6.4% | +4.5% |
| 3M | -3.4% | -0.7% | -2.7% | -3.0% |
| 6M | +49.7% | +12.5% | +37.2% | +43.0% |
| YTD | +84.9% | +8.4% | +76.5% | +79.3% |
| 1Y | +200.8% | +18.4% | +182.4% | +181.3% |
| 3Y | +385.1% | +123.3% | +261.7% | +253.2% |
| 5Y | +460.5% | +38.8% | +421.7% | +422.0% |
| All | +460.5% | +40.7% | +419.8% | +422.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling