+48.9%
LRCX vs PENG
+120.3%
-71.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +10.3% | -4.3% | +1.1% |
| 7D | +6.5% | +1.9% | +4.7% | +5.2% |
| 30D | -23.8% | -37.8% | +14.0% | -6.8% |
| 3M | -24.2% | -14.1% | -10.1% | -21.8% |
| 6M | -20.2% | +13.1% | -33.3% | -28.6% |
| YTD | +38.2% | +151.8% | -113.6% | -15.2% |
| 1Y | +48.9% | +136.0% | -87.1% | -6.0% |
| All | +48.9% | +120.3% | -71.4% | -6.0% |
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