+266.1%
LRCX vs S
-51.7%
+317.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | +12.7% | +2.0% | +10.7% | +12.2% |
| 30D | -21.3% | -2.7% | -18.5% | -20.5% |
| 3M | -32.9% | -6.9% | -26.0% | -32.2% |
| 6M | -23.4% | +38.1% | -61.5% | -30.7% |
| YTD | +32.4% | +48.0% | -15.6% | +15.7% |
| 1Y | +48.0% | +34.5% | +13.6% | +32.2% |
| 3Y | +243.9% | +38.3% | +205.6% | +196.3% |
| 5Y | +280.6% | -70.9% | +351.5% | +284.3% |
| All | +266.1% | -51.7% | +317.9% | +257.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling