+2,520.1%
LRCX vs PCAR
+288.5%
+2,231.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.6% |
| 7D | +12.7% | +4.9% | +7.8% | +8.9% |
| 30D | -21.3% | -1.4% | -19.8% | -20.7% |
| 3M | -32.9% | -18.1% | -14.8% | -22.3% |
| 6M | -23.4% | -4.0% | -19.4% | -21.7% |
| YTD | +32.4% | -1.5% | +33.8% | +32.8% |
| 1Y | +48.0% | +13.2% | +34.8% | +33.1% |
| 3Y | +243.9% | +35.8% | +208.1% | +159.1% |
| 5Y | +280.6% | +114.6% | +166.0% | +94.4% |
| All | +2,520.1% | +288.5% | +2,231.6% | +770.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling