+24,933.4%
LRCX vs KNX
+4,983.8%
+19,949.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | -3.1% | -5.6% | +2.5% | -1.2% |
| 30D | -8.6% | -4.4% | -4.1% | -7.1% |
| 3M | -17.7% | -17.3% | -0.4% | -12.0% |
| 6M | +36.4% | +22.6% | +13.7% | +27.0% |
| YTD | +74.5% | +31.1% | +43.4% | +58.3% |
| 1Y | +159.4% | +60.2% | +99.2% | +117.9% |
| 3Y | +361.6% | +35.8% | +325.8% | +303.0% |
| 5Y | +425.2% | +38.9% | +386.3% | +354.7% |
| 10Y | +3,645.0% | +166.5% | +3,478.5% | +2,410.3% |
| All | +24,933.4% | +4,983.8% | +19,949.6% | +8,810.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 all: compounded portfolio wealth divided by compounded KNX 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…
all analysis · Full analysis span regression · 6 months rolling