+205.2%
LRCX vs PATH
-80.1%
+285.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -3.7% | -12.7% | -15.6% |
| 7D | -27.2% | -5.6% | -21.6% | -26.2% |
| 30D | -44.5% | -0.7% | -43.8% | -44.5% |
| 3M | -39.7% | -5.9% | -33.8% | -39.8% |
| 6M | -32.7% | +21.6% | -54.3% | -37.8% |
| YTD | +8.5% | -20.6% | +29.1% | +9.5% |
| 1Y | +12.7% | -10.6% | +23.3% | +8.6% |
| 3Y | +199.4% | -24.9% | +224.3% | +178.8% |
| 5Y | +219.0% | -76.8% | +295.8% | +228.5% |
| All | +205.2% | -80.1% | +285.3% | +219.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling