+42.8%
LRCX vs PEP
+2.4%
+40.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.8% | -7.8% | 0.0% |
| 7D | -12.8% | +7.4% | -20.1% | -5.4% |
| 30D | -36.0% | +13.3% | -49.3% | -26.3% |
| 3M | -30.2% | +3.5% | -33.7% | -26.4% |
| 6M | -14.2% | -5.9% | -8.3% | -10.3% |
| YTD | +29.7% | +2.3% | +27.5% | +49.9% |
| 1Y | +42.8% | +3.7% | +39.1% | +69.7% |
| All | +42.8% | +2.4% | +40.4% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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