+9,968.7%
LRCX vs PM
+762.9%
+9,205.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +2.9% | +3.6% |
| 7D | +10.4% | -1.3% | +11.7% | +11.0% |
| 30D | +2.9% | -2.6% | +5.5% | +3.8% |
| 3M | -1.2% | +5.8% | -7.0% | -5.9% |
| 6M | +60.9% | +10.6% | +50.3% | +48.1% |
| YTD | +87.5% | +17.2% | +70.4% | +67.2% |
| 1Y | +206.6% | +17.6% | +189.0% | +169.8% |
| 3Y | +392.1% | +124.3% | +267.8% | +185.7% |
| 5Y | +478.4% | +125.1% | +353.4% | +227.2% |
| 10Y | +3,821.0% | +198.6% | +3,622.4% | +1,692.6% |
| All | +9,968.7% | +762.9% | +9,205.8% | +1,964.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling