+416.0%
LRCX vs KWEB
-42.7%
+458.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -3.1% | -5.6% | +2.5% | -1.1% |
| 30D | -8.6% | -10.7% | +2.1% | -5.0% |
| 3M | -17.7% | -7.4% | -10.3% | -15.9% |
| 6M | +36.4% | -19.3% | +55.7% | +46.5% |
| YTD | +74.5% | -27.8% | +102.3% | +95.4% |
| 1Y | +159.4% | -35.9% | +195.4% | +203.1% |
| 3Y | +361.6% | -1.9% | +363.5% | +360.2% |
| All | +416.0% | -42.7% | +458.8% | +458.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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