+367.0%
LRCX vs PCAR
+68.2%
+298.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +5.0% | +5.0% |
| 7D | +1.9% | -0.5% | +2.4% | +2.3% |
| 30D | +0.1% | -6.2% | +6.3% | +4.8% |
| 3M | -8.5% | +5.9% | -14.4% | -12.3% |
| 6M | +38.1% | +0.4% | +37.7% | +37.3% |
| YTD | +80.1% | +14.8% | +65.2% | +63.6% |
| 1Y | +208.1% | +30.1% | +178.0% | +157.4% |
| All | +367.0% | +68.2% | +298.8% | +206.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling