+361.3%
LRCX vs KO
+64.3%
+297.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -6.0% | -5.5% |
| 7D | +1.8% | -1.1% | +2.9% | +1.2% |
| 30D | -4.3% | +1.6% | -5.9% | -3.3% |
| 3M | -7.3% | +5.8% | -13.1% | -3.2% |
| 6M | +38.6% | +14.3% | +24.3% | +48.8% |
| YTD | +74.4% | +27.3% | +47.1% | +95.6% |
| 1Y | +179.1% | +33.2% | +145.9% | +218.9% |
| All | +361.3% | +64.3% | +297.0% | +458.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KO.
Daily Out/Under-Performance
Portfolio return minus KO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KO 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 KO 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