+255.9%
LRCX vs PR
+93.4%
+162.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.4% |
| 7D | +26.2% | +6.7% | +19.5% | +24.0% |
| 30D | -22.4% | -6.1% | -16.2% | -21.0% |
| 3M | -28.2% | +6.9% | -35.1% | -29.8% |
| 6M | -19.0% | +14.6% | -33.6% | -22.7% |
| YTD | +37.0% | +66.1% | -29.2% | +10.7% |
| 1Y | +45.5% | +77.0% | -31.5% | +13.8% |
| All | +255.9% | +93.4% | +162.5% | +164.2% |
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