+361.6%
LRCX vs UL
+20.7%
+340.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | +0.2% |
| 7D | -3.1% | -3.4% | +0.3% | -3.9% |
| 30D | -8.6% | +0.5% | -9.0% | -8.4% |
| 3M | -17.7% | +7.2% | -24.9% | -16.6% |
| 6M | +36.4% | -3.1% | +39.4% | +37.1% |
| YTD | +74.5% | -2.7% | +77.3% | +76.2% |
| 1Y | +159.4% | -10.2% | +169.7% | +161.2% |
| 3Y | +361.6% | +20.3% | +341.3% | +360.5% |
| All | +361.6% | +20.7% | +340.9% | +360.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling