+361.3%
LRCX vs QS
-26.0%
+387.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.9% | -5.5% |
| 7D | +1.8% | -5.0% | +6.8% | +2.8% |
| 30D | -4.3% | -18.3% | +14.0% | -0.7% |
| 3M | -7.3% | -26.0% | +18.7% | -2.4% |
| 6M | +38.6% | -24.0% | +62.6% | +45.4% |
| YTD | +74.4% | -50.3% | +124.7% | +93.6% |
| 1Y | +179.1% | -38.0% | +217.1% | +197.5% |
| All | +361.3% | -26.0% | +387.3% | +346.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling