+472.4%
LRCX vs OSCR
-9.0%
+481.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -3.1% | +1.6% | -4.7% | -3.3% |
| 30D | -8.6% | +10.7% | -19.2% | -9.8% |
| 3M | -17.7% | +13.4% | -31.0% | -19.6% |
| 6M | +36.4% | +144.6% | -108.2% | +19.6% |
| YTD | +74.5% | +128.0% | -53.5% | +54.2% |
| 1Y | +159.4% | +68.7% | +90.8% | +135.0% |
| 3Y | +361.6% | +398.8% | -37.2% | +241.4% |
| 5Y | +425.2% | +87.3% | +338.0% | +281.6% |
| All | +472.4% | -9.0% | +481.4% | +344.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 all: compounded portfolio wealth divided by compounded OSCR 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…
all analysis · Full analysis span regression · 6 months rolling