+361.6%
LRCX vs QID
-73.7%
+435.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | -1.6% |
| 7D | -3.1% | +1.3% | -4.3% | -1.8% |
| 30D | -8.6% | +2.9% | -11.5% | -5.3% |
| 3M | -17.7% | -0.7% | -17.0% | -12.6% |
| 6M | +36.4% | -29.7% | +66.0% | +12.7% |
| YTD | +74.5% | -27.9% | +102.4% | +50.8% |
| 1Y | +159.4% | -34.6% | +194.0% | +113.9% |
| 3Y | +361.6% | -73.5% | +435.1% | +148.5% |
| All | +361.6% | -73.7% | +435.3% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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