+208.1%
LRCX vs PGR
-6.1%
+214.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.3% | +3.0% |
| 7D | +1.9% | +0.1% | +1.8% | +2.2% |
| 30D | +0.1% | +2.9% | -2.8% | +3.8% |
| 3M | -8.5% | +12.1% | -20.6% | +4.7% |
| 6M | +38.1% | +3.7% | +34.4% | +51.6% |
| YTD | +80.1% | +2.4% | +77.7% | +98.7% |
| 1Y | +208.1% | -6.4% | +214.4% | +238.3% |
| All | +208.1% | -6.1% | +214.2% | +238.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 1y: compounded portfolio wealth divided by compounded PGR 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…
1y analysis · Full analysis span regression · 6 months rolling