+248.9%
LRCX vs PATH
-25.0%
+273.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.2% | +10.6% | +10.4% |
| 7D | -2.7% | -2.7% | 0.0% | -2.4% |
| 30D | -30.6% | -3.7% | -26.9% | -30.2% |
| 3M | -28.8% | -13.8% | -15.1% | -28.2% |
| 6M | -24.6% | +20.3% | -44.9% | -28.2% |
| YTD | +29.7% | -20.8% | +50.5% | +32.9% |
| 1Y | +39.5% | -9.2% | +48.8% | +36.7% |
| 3Y | +248.9% | -21.8% | +270.7% | +240.0% |
| All | +248.9% | -25.0% | +273.9% | +240.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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