+361.6%
LRCX vs PBR
+99.7%
+261.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -3.1% | +5.4% | -8.4% | -3.8% |
| 30D | -8.6% | +22.9% | -31.4% | -11.5% |
| 3M | -17.7% | +19.6% | -37.3% | -20.0% |
| 6M | +36.4% | +16.5% | +19.9% | +31.1% |
| YTD | +74.5% | +86.7% | -12.1% | +48.7% |
| 1Y | +159.4% | +74.7% | +84.7% | +123.9% |
| 3Y | +361.6% | +102.6% | +259.0% | +279.2% |
| All | +361.6% | +99.7% | +261.9% | +279.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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