+3,549.0%
LRCX vs LEN
+108.0%
+3,441.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -1.0% |
| 7D | -3.1% | -4.8% | +1.7% | -0.9% |
| 30D | -8.6% | -6.6% | -2.0% | -5.9% |
| 3M | -17.7% | -15.7% | -2.0% | -11.8% |
| 6M | +36.4% | -16.6% | +53.0% | +47.4% |
| YTD | +74.5% | -21.3% | +95.9% | +92.5% |
| 1Y | +159.4% | -42.0% | +201.5% | +227.0% |
| 3Y | +361.6% | -27.9% | +389.5% | +398.0% |
| 5Y | +425.2% | -10.7% | +435.9% | +399.4% |
| All | +3,549.0% | +108.0% | +3,441.0% | +2,059.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling