+3,549.0%
LRCX vs PG
+121.7%
+3,427.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.6% |
| 7D | -3.1% | -0.8% | -2.3% | -2.8% |
| 30D | -8.6% | +0.8% | -9.4% | -9.0% |
| 3M | -17.7% | -1.3% | -16.3% | -18.1% |
| 6M | +36.4% | -3.8% | +40.2% | +36.8% |
| YTD | +74.5% | +3.6% | +70.9% | +68.3% |
| 1Y | +159.4% | -5.7% | +165.2% | +160.3% |
| 3Y | +361.6% | +1.6% | +360.0% | +325.3% |
| 5Y | +425.2% | +14.6% | +410.6% | +338.5% |
| All | +3,549.0% | +121.7% | +3,427.3% | +1,995.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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