+388.9%
LRCX vs LEN
-26.2%
+415.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | +9.5% | -3.4% | +12.9% | +10.7% |
| 30D | +3.1% | -5.7% | +8.7% | +4.9% |
| 3M | -3.4% | -12.2% | +8.8% | +0.6% |
| 6M | +49.7% | -18.3% | +68.0% | +59.1% |
| YTD | +84.9% | -20.2% | +105.1% | +97.1% |
| 1Y | +200.8% | -40.1% | +240.9% | +250.3% |
| All | +388.9% | -26.2% | +415.1% | +374.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling