+392.1%
LRCX vs U
+11.6%
+380.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.5% | +3.6% |
| 7D | +10.4% | +4.5% | +5.9% | +9.4% |
| 30D | +2.9% | -0.6% | +3.5% | +2.9% |
| 3M | -1.2% | +48.4% | -49.6% | -9.7% |
| 6M | +60.9% | +115.4% | -54.5% | +34.3% |
| YTD | +87.5% | -3.2% | +90.8% | +83.4% |
| 1Y | +206.6% | -6.0% | +212.7% | +199.3% |
| 3Y | +392.1% | +13.5% | +378.6% | +295.2% |
| All | +392.1% | +11.6% | +380.5% | +295.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling