+439.7%
LRCX vs PCOR
-33.1%
+472.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.2% | +7.3% | +5.1% |
| 7D | +10.4% | -6.9% | +17.3% | +12.7% |
| 30D | +2.9% | -1.5% | +4.5% | +2.8% |
| 3M | -1.2% | +18.5% | -19.7% | -8.3% |
| 6M | +60.9% | -4.7% | +65.5% | +57.0% |
| YTD | +87.5% | -22.8% | +110.3% | +96.1% |
| 1Y | +206.6% | -20.7% | +227.4% | +214.9% |
| 3Y | +392.1% | -14.6% | +406.6% | +368.7% |
| 5Y | +478.4% | -40.7% | +519.2% | +436.0% |
| All | +439.7% | -33.1% | +472.8% | +408.7% |
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