+388.9%
LRCX vs PH
+137.6%
+251.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -0.8% |
| 7D | +9.5% | 0.0% | +9.5% | +9.5% |
| 30D | +3.1% | -10.3% | +13.4% | +13.5% |
| 3M | -3.4% | +5.1% | -8.5% | -7.4% |
| 6M | +49.7% | +2.3% | +47.4% | +46.7% |
| YTD | +84.9% | +8.7% | +76.2% | +72.9% |
| 1Y | +200.8% | +26.8% | +174.1% | +146.2% |
| All | +388.9% | +137.6% | +251.2% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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