+392.1%
LRCX vs PFE
-1.5%
+393.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +4.4% |
| 7D | +10.4% | -2.7% | +13.1% | +10.7% |
| 30D | +2.9% | +3.8% | -0.9% | +2.3% |
| 3M | -1.2% | +10.4% | -11.5% | -2.5% |
| 6M | +60.9% | +6.3% | +54.6% | +59.7% |
| YTD | +87.5% | +17.4% | +70.2% | +82.6% |
| 1Y | +206.6% | +21.1% | +185.5% | +196.9% |
| 3Y | +392.1% | -1.6% | +393.7% | +368.3% |
| All | +392.1% | -1.5% | +393.6% | +368.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 3y: compounded portfolio wealth divided by compounded PFE 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…
3y analysis · Full analysis span regression · 6 months rolling