+13,607.8%
LRCX vs UMC
+283.0%
+13,324.9%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.1% | -4.4% |
| 7D | +1.8% | +11.4% | -9.6% | -3.4% |
| 30D | -4.3% | +16.8% | -21.1% | -11.5% |
| 3M | -7.3% | +19.1% | -26.4% | -14.9% |
| 6M | +38.6% | +137.4% | -98.9% | -10.6% |
| YTD | +74.4% | +186.4% | -112.0% | +0.6% |
| 1Y | +179.1% | +229.1% | -50.0% | +50.1% |
| 3Y | +357.7% | +257.9% | +99.8% | +137.8% |
| 5Y | +424.9% | +137.5% | +287.3% | +234.8% |
| 10Y | +3,642.4% | +1,808.2% | +1,834.2% | +713.5% |
| All | +13,607.8% | +283.0% | +13,324.9% | +3,198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded UMC 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling