+33.6%
LRCX vs PENG
+108.0%
-74.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +9.3% | +1.2% | +5.9% |
| 7D | -2.7% | -3.8% | +1.0% | -1.6% |
| 30D | -30.6% | -40.1% | +9.5% | -13.4% |
| 3M | -28.8% | -21.8% | -7.1% | -23.2% |
| 6M | -24.6% | +3.3% | -27.9% | -29.7% |
| YTD | +29.7% | +133.6% | -104.0% | -18.1% |
| All | +33.6% | +108.0% | -74.4% | -9.8% |
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 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