+361.6%
LRCX vs UMC
+261.2%
+100.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -1.4% |
| 7D | -3.1% | +9.0% | -12.1% | -8.1% |
| 30D | -8.6% | +17.2% | -25.8% | -17.3% |
| 3M | -17.7% | +11.4% | -29.1% | -23.5% |
| 6M | +36.4% | +137.5% | -101.2% | -20.7% |
| YTD | +74.5% | +193.1% | -118.6% | -16.3% |
| 1Y | +159.4% | +240.3% | -80.9% | +10.0% |
| 3Y | +361.6% | +262.2% | +99.4% | +91.3% |
| All | +361.6% | +261.2% | +100.4% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling