+367.0%
LRCX vs PR
+82.3%
+284.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.7% | +5.5% |
| 7D | +1.9% | +2.9% | -1.0% | +1.1% |
| 30D | +0.1% | +18.0% | -18.0% | -4.3% |
| 3M | -8.5% | +16.9% | -25.3% | -12.4% |
| 6M | +38.1% | +28.2% | +9.9% | +26.0% |
| YTD | +80.1% | +69.3% | +10.7% | +48.0% |
| 1Y | +208.1% | +69.5% | +138.6% | +150.9% |
| All | +367.0% | +82.3% | +284.7% | +257.1% |
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