+243.9%
LRCX vs LSCC
+99.6%
+144.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.5% | +2.1% | +0.1% |
| 7D | +12.7% | +7.0% | +5.7% | +7.9% |
| 30D | -21.3% | -2.3% | -19.0% | -20.1% |
| 3M | -32.9% | -12.5% | -20.4% | -27.2% |
| 6M | -23.4% | -10.6% | -12.8% | -16.3% |
| YTD | +32.4% | +52.7% | -20.3% | +6.7% |
| 1Y | +48.0% | +74.0% | -25.9% | +11.1% |
| 3Y | +243.9% | +104.8% | +139.1% | +117.0% |
| All | +243.9% | +99.6% | +144.3% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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