+416.0%
LRCX vs PG
+14.0%
+402.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | -3.1% | -0.8% | -2.3% | -3.1% |
| 30D | -8.6% | +0.8% | -9.4% | -8.6% |
| 3M | -17.7% | -1.3% | -16.3% | -17.8% |
| 6M | +36.4% | -3.8% | +40.2% | +36.5% |
| YTD | +74.5% | +3.6% | +70.9% | +73.0% |
| 1Y | +159.4% | -5.7% | +165.2% | +161.7% |
| 3Y | +361.6% | +1.6% | +360.0% | +337.2% |
| All | +416.0% | +14.0% | +402.0% | +351.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling