+221.6%
LRCX vs PENG
+184.4%
+37.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +12.4% | -4.2% | +2.4% |
| 7D | -16.2% | -19.4% | +3.3% | -7.9% |
| 30D | -39.2% | -42.4% | +3.2% | -22.7% |
| 3M | -34.4% | -25.6% | -8.7% | -27.4% |
| 6M | -32.4% | +7.3% | -39.7% | -39.1% |
| YTD | +17.4% | +113.9% | -96.4% | -24.5% |
| 1Y | +24.2% | +93.6% | -69.4% | -16.7% |
| 3Y | +221.6% | +170.2% | +51.3% | +69.3% |
| All | +221.6% | +184.4% | +37.2% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling