+42.8%
LRCX vs QS
-71.4%
+114.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +7.5% | -11.6% | -7.0% |
| 7D | -12.8% | +4.5% | -17.2% | -14.4% |
| 30D | -36.0% | -4.1% | -31.9% | -35.2% |
| 3M | -30.2% | -22.1% | -8.1% | -23.2% |
| 6M | -14.2% | -38.4% | +24.2% | +3.5% |
| YTD | +29.7% | -57.5% | +87.2% | +76.3% |
| 1Y | +42.8% | -71.3% | +114.1% | +121.7% |
| All | +42.8% | -71.4% | +114.2% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling