+361.6%
LRCX vs PEG
+31.8%
+329.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.1% | -0.9% | -2.2% | -2.7% |
| 30D | -8.6% | -3.7% | -4.8% | -7.3% |
| 3M | -17.7% | -7.3% | -10.4% | -15.8% |
| 6M | +36.4% | -10.5% | +46.8% | +41.3% |
| YTD | +74.5% | -7.5% | +82.0% | +78.2% |
| 1Y | +159.4% | -8.7% | +168.2% | +165.7% |
| 3Y | +361.6% | +31.4% | +330.2% | +352.5% |
| All | +361.6% | +31.8% | +329.8% | +352.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling