+208.1%
LRCX vs PENG
+118.5%
+89.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.4% | -1.3% | +2.0% |
| 7D | +1.9% | +4.5% | -2.6% | -0.2% |
| 30D | +0.1% | -7.1% | +7.2% | +3.3% |
| 3M | -8.5% | -27.3% | +18.8% | +2.3% |
| 6M | +38.1% | +169.6% | -131.5% | -13.2% |
| YTD | +80.1% | +164.6% | -84.6% | +12.6% |
| 1Y | +208.1% | +109.5% | +98.6% | +101.7% |
| All | +208.1% | +118.5% | +89.6% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling