+277.1%
LRCX vs PR
+273.3%
+3.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.2% | -4.6% | -3.7% |
| 7D | +12.7% | +6.0% | +6.7% | +11.1% |
| 30D | -21.3% | -4.2% | -17.1% | -20.4% |
| 3M | -32.9% | +10.0% | -42.9% | -34.6% |
| 6M | -23.4% | +15.6% | -39.0% | -26.7% |
| YTD | +32.4% | +68.2% | -35.8% | +12.7% |
| 1Y | +48.0% | +79.2% | -31.2% | +23.4% |
| 3Y | +243.9% | +94.9% | +149.0% | +175.6% |
| All | +277.1% | +273.3% | +3.8% | +141.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling