+933.8%
LRCX vs U
-41.4%
+975.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.4% | -0.9% |
| 7D | -3.1% | +5.5% | -8.6% | -4.2% |
| 30D | -8.6% | -1.3% | -7.3% | -8.4% |
| 3M | -17.7% | +64.6% | -82.3% | -27.0% |
| 6M | +36.4% | +119.4% | -83.0% | +12.0% |
| YTD | +74.5% | -0.5% | +75.0% | +67.4% |
| 1Y | +159.4% | +1.3% | +158.2% | +146.3% |
| 3Y | +361.6% | +15.6% | +346.0% | +293.5% |
| 5Y | +425.2% | -67.5% | +492.7% | +408.1% |
| All | +933.8% | -41.4% | +975.1% | +793.3% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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