+3,549.0%
LRCX vs PEP
+78.2%
+3,470.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.1% | -1.0% | -2.1% | -2.6% |
| 30D | -8.6% | -0.7% | -7.9% | -8.5% |
| 3M | -17.7% | -4.1% | -13.5% | -17.4% |
| 6M | +36.4% | -13.1% | +49.4% | +43.5% |
| YTD | +74.5% | -2.1% | +76.7% | +70.4% |
| 1Y | +159.4% | -1.7% | +161.1% | +150.0% |
| 3Y | +361.6% | -15.1% | +376.7% | +370.3% |
| 5Y | +425.2% | +3.1% | +422.1% | +347.8% |
| All | +3,549.0% | +78.2% | +3,470.9% | +2,168.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling