+294.2%
LRCX vs PCOR
-8.1%
+302.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +26.2% | +2.2% | +24.1% | +25.5% |
| 30D | -22.4% | +37.4% | -59.8% | -30.0% |
| 3M | -28.2% | +33.2% | -61.4% | -35.3% |
| 6M | -19.0% | +60.6% | -79.6% | -32.7% |
| YTD | +37.0% | +6.2% | +30.8% | +28.5% |
| 1Y | +45.5% | -1.1% | +46.6% | +40.7% |
| 3Y | +249.7% | +48.4% | +201.3% | +176.1% |
| 5Y | +293.9% | -13.1% | +307.0% | +225.8% |
| All | +294.2% | -8.1% | +302.2% | +233.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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