+468.6%
LRCX vs PEP
+3.8%
+464.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.2% |
| 7D | +10.4% | +0.1% | +10.3% | +10.4% |
| 30D | +2.9% | +0.7% | +2.3% | +2.9% |
| 3M | -1.2% | -0.5% | -0.6% | -1.3% |
| 6M | +60.9% | -11.3% | +72.2% | +63.4% |
| YTD | +87.5% | -0.6% | +88.1% | +86.6% |
| 1Y | +206.6% | +1.7% | +205.0% | +202.1% |
| 3Y | +392.1% | -12.5% | +404.6% | +397.5% |
| All | +468.6% | +3.8% | +464.8% | +404.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling