+3,546.5%
LRCX vs PM
+217.1%
+3,329.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.2% | -7.8% | -6.4% |
| 7D | +1.8% | +1.9% | -0.1% | +1.1% |
| 30D | -4.3% | +1.9% | -6.2% | -5.2% |
| 3M | -7.3% | +4.6% | -11.9% | -10.3% |
| 6M | +38.6% | +11.7% | +26.9% | +29.1% |
| YTD | +74.4% | +20.4% | +54.1% | +57.1% |
| 1Y | +179.1% | +19.0% | +160.2% | +150.7% |
| 3Y | +357.7% | +130.4% | +227.3% | +177.3% |
| 5Y | +424.9% | +131.5% | +293.4% | +209.8% |
| All | +3,546.5% | +217.1% | +3,329.4% | +1,688.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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