+416.0%
LRCX vs PBF
+799.3%
-383.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | -3.1% | +5.3% | -8.4% | -3.7% |
| 30D | -8.6% | +11.7% | -20.3% | -9.9% |
| 3M | -17.7% | +91.1% | -108.8% | -24.0% |
| 6M | +36.4% | +88.4% | -52.1% | +24.3% |
| YTD | +74.5% | +194.1% | -119.5% | +47.0% |
| 1Y | +159.4% | +180.4% | -21.0% | +118.4% |
| 3Y | +361.6% | +59.3% | +302.3% | +298.4% |
| All | +416.0% | +799.3% | -383.3% | +251.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 5y: compounded portfolio wealth divided by compounded PBF 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…
5y analysis · Full analysis span regression · 6 months rolling