+388.9%
LRCX vs PM
+124.8%
+264.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.3% |
| 7D | +9.5% | -1.2% | +10.7% | +9.3% |
| 30D | +3.1% | -0.2% | +3.2% | +3.1% |
| 3M | -3.4% | +4.9% | -8.3% | -2.5% |
| 6M | +49.7% | +9.0% | +40.6% | +50.9% |
| YTD | +84.9% | +17.8% | +67.1% | +88.5% |
| 1Y | +200.8% | +16.8% | +184.0% | +207.9% |
| All | +388.9% | +124.8% | +264.1% | +401.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling