+787.3%
LRCX vs QS
-47.0%
+834.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.6% | +5.2% | -0.6% |
| 7D | +9.5% | -4.2% | +13.8% | +10.1% |
| 30D | +3.1% | -15.7% | +18.8% | +5.3% |
| 3M | -3.4% | -28.7% | +25.3% | +0.6% |
| 6M | +49.7% | -23.2% | +72.9% | +54.5% |
| YTD | +84.9% | -49.9% | +134.8% | +99.6% |
| 1Y | +200.8% | -38.8% | +239.6% | +214.6% |
| 3Y | +385.1% | -24.0% | +409.1% | +363.6% |
| 5Y | +460.5% | -75.6% | +536.1% | +456.1% |
| All | +787.3% | -47.0% | +834.3% | +835.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling