+159.4%
LRCX vs UL
-9.2%
+168.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | +0.3% |
| 7D | -3.1% | -3.4% | +0.3% | -4.6% |
| 30D | -8.6% | +0.5% | -9.0% | -8.3% |
| 3M | -17.7% | +7.2% | -24.9% | -15.5% |
| 6M | +36.4% | -3.1% | +39.4% | +37.1% |
| YTD | +74.5% | -2.7% | +77.3% | +80.0% |
| 1Y | +159.4% | -10.2% | +169.7% | +156.2% |
| All | +159.4% | -9.2% | +168.6% | +156.2% |
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