+416.0%
LRCX vs KMX
-54.8%
+470.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.4% |
| 7D | -3.1% | -3.1% | 0.0% | -2.1% |
| 30D | -8.6% | +4.4% | -13.0% | -10.1% |
| 3M | -17.7% | +18.9% | -36.6% | -23.1% |
| 6M | +36.4% | +44.3% | -7.9% | +18.0% |
| YTD | +74.5% | +58.7% | +15.9% | +44.9% |
| 1Y | +159.4% | +0.1% | +159.3% | +148.7% |
| 3Y | +361.6% | -24.4% | +386.0% | +376.8% |
| All | +416.0% | -54.8% | +470.8% | +519.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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