+446.3%
LRCX vs PCOR
-43.0%
+489.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.3% | +9.4% | +6.5% |
| 7D | +1.9% | -9.0% | +10.9% | +4.9% |
| 30D | +0.1% | +4.2% | -4.1% | -1.8% |
| 3M | -8.5% | +14.4% | -22.9% | -13.9% |
| 6M | +38.1% | +0.2% | +37.9% | +32.3% |
| YTD | +80.1% | -20.3% | +100.3% | +86.8% |
| 1Y | +208.1% | -16.1% | +224.2% | +210.2% |
| 3Y | +350.2% | -14.7% | +364.9% | +329.2% |
| All | +446.3% | -43.0% | +489.4% | +413.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling