+42.8%
LRCX vs UL
+1.7%
+41.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.3% | -7.3% | -2.1% |
| 7D | -12.8% | +4.7% | -17.4% | -10.1% |
| 30D | -36.0% | +11.6% | -47.5% | -31.8% |
| 3M | -30.2% | +5.3% | -35.5% | -27.2% |
| 6M | -14.2% | +16.0% | -30.3% | -7.4% |
| YTD | +29.7% | +5.0% | +24.8% | +41.6% |
| 1Y | +42.8% | +1.1% | +41.7% | +53.9% |
| All | +42.8% | +1.7% | +41.1% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling