+221.6%
LRCX vs PCOR
+43.8%
+177.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.4% | +8.6% | +8.3% |
| 7D | -16.2% | +22.7% | -38.9% | -19.4% |
| 30D | -39.2% | +37.5% | -76.6% | -42.9% |
| 3M | -34.4% | +35.2% | -69.6% | -38.6% |
| 6M | -32.4% | +42.2% | -74.7% | -37.5% |
| YTD | +17.4% | +3.6% | +13.9% | +20.0% |
| 1Y | +24.2% | -4.8% | +28.9% | +32.2% |
| 3Y | +221.6% | +48.3% | +173.2% | +173.4% |
| All | +221.6% | +43.8% | +177.8% | +173.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling