+243.9%
LRCX vs QLD
+146.5%
+97.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -0.9% |
| 7D | +12.7% | +7.0% | +5.7% | +5.7% |
| 30D | -21.3% | -14.3% | -6.9% | -7.3% |
| 3M | -32.9% | -16.0% | -16.9% | -19.4% |
| 6M | -23.4% | -14.2% | -9.2% | -7.6% |
| YTD | +32.4% | +12.8% | +19.6% | +25.8% |
| 1Y | +48.0% | +14.1% | +34.0% | +39.8% |
| 3Y | +243.9% | +146.0% | +98.0% | +69.8% |
| All | +243.9% | +146.5% | +97.5% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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