+42.8%
LRCX vs PR
+87.5%
-44.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.5% | +2.5% | -5.6% |
| 7D | -12.8% | -12.1% | -0.7% | -15.6% |
| 30D | -36.0% | +0.9% | -36.9% | -35.1% |
| 3M | -30.2% | +10.1% | -40.4% | -26.9% |
| 6M | -14.2% | +1.1% | -15.3% | -12.4% |
| YTD | +29.7% | +63.7% | -33.9% | +59.4% |
| 1Y | +42.8% | +87.0% | -44.2% | +89.9% |
| All | +42.8% | +87.5% | -44.7% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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