+2,178.0%
LRCX vs PENG
+762.7%
+1,415.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.4% | -1.3% | +2.6% |
| 7D | +1.9% | +4.5% | -2.6% | +0.2% |
| 30D | +0.1% | -7.1% | +7.2% | +2.8% |
| 3M | -8.5% | -27.3% | +18.8% | +1.6% |
| 6M | +38.1% | +169.6% | -131.5% | -8.4% |
| YTD | +80.1% | +164.6% | -84.6% | +19.4% |
| 1Y | +208.1% | +109.5% | +98.6% | +121.1% |
| 3Y | +350.2% | +98.9% | +251.3% | +193.2% |
| 5Y | +430.7% | +116.3% | +314.4% | +225.3% |
| All | +2,178.0% | +762.7% | +1,415.3% | +866.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling