+221.6%
LRCX vs PR
+64.2%
+157.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.9% | +6.3% | +7.7% |
| 7D | -16.2% | -16.4% | +0.2% | -12.0% |
| 30D | -39.2% | -1.9% | -37.3% | -38.7% |
| 3M | -34.4% | +8.0% | -42.3% | -36.0% |
| 6M | -32.4% | +4.1% | -36.5% | -33.6% |
| YTD | +17.4% | +58.7% | -41.3% | -3.8% |
| 1Y | +24.2% | +75.8% | -51.7% | -3.4% |
| 3Y | +221.6% | +73.2% | +148.4% | +145.7% |
| All | +221.6% | +64.2% | +157.3% | +145.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling