+293.9%
LRCX vs PEP
+2.6%
+291.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -1.0% |
| 7D | +26.2% | -0.3% | +26.5% | +26.2% |
| 30D | -22.4% | +11.8% | -34.1% | -21.6% |
| 3M | -28.2% | +3.7% | -31.9% | -27.7% |
| 6M | -19.0% | -4.3% | -14.7% | -17.8% |
| YTD | +37.0% | +2.1% | +34.8% | +37.3% |
| 1Y | +45.5% | +2.5% | +43.0% | +45.6% |
| 3Y | +249.7% | -5.0% | +254.7% | +242.6% |
| 5Y | +293.9% | +2.9% | +291.0% | +262.7% |
| All | +293.9% | +2.6% | +291.2% | +262.7% |
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 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