+3,549.0%
LRCX vs PEG
+148.0%
+3,401.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.1% | -0.9% | -2.2% | -2.6% |
| 30D | -8.6% | -3.7% | -4.8% | -6.9% |
| 3M | -17.7% | -7.3% | -10.4% | -14.9% |
| 6M | +36.4% | -10.5% | +46.8% | +43.1% |
| YTD | +74.5% | -7.5% | +82.0% | +80.1% |
| 1Y | +159.4% | -8.7% | +168.2% | +168.8% |
| 3Y | +361.6% | +31.4% | +330.2% | +291.4% |
| 5Y | +425.2% | +37.8% | +387.5% | +325.1% |
| All | +3,549.0% | +148.0% | +3,401.0% | +2,119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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