+2,272.6%
LRCX vs PENG
+755.0%
+1,517.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.0% | +4.5% |
| 7D | +10.4% | +7.8% | +2.6% | +7.2% |
| 30D | +2.9% | -12.2% | +15.1% | +8.1% |
| 3M | -1.2% | -20.6% | +19.5% | +6.2% |
| 6M | +60.9% | +180.9% | -120.1% | +4.9% |
| YTD | +87.5% | +162.3% | -74.7% | +24.8% |
| 1Y | +206.6% | +107.3% | +99.4% | +120.9% |
| 3Y | +392.1% | +110.8% | +281.3% | +213.5% |
| 5Y | +478.4% | +117.8% | +360.6% | +254.3% |
| All | +2,272.6% | +755.0% | +1,517.6% | +909.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling