+361.6%
LRCX vs QSR
+25.8%
+335.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -3.1% | -4.0% | +0.9% | -2.5% |
| 30D | -8.6% | +2.8% | -11.3% | -9.0% |
| 3M | -17.7% | +5.1% | -22.8% | -18.7% |
| 6M | +36.4% | +8.8% | +27.5% | +32.6% |
| YTD | +74.5% | +14.8% | +59.7% | +66.1% |
| 1Y | +159.4% | +25.7% | +133.7% | +138.3% |
| 3Y | +361.6% | +27.5% | +334.1% | +331.8% |
| All | +361.6% | +25.8% | +335.8% | +331.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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