+14,428.0%
LRCX vs UMC
+292.9%
+14,135.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.4% | -3.4% |
| 7D | +9.5% | +13.6% | -4.1% | +2.9% |
| 30D | +3.1% | +20.8% | -17.7% | -6.3% |
| 3M | -3.4% | +16.1% | -19.5% | -10.3% |
| 6M | +49.7% | +137.3% | -87.6% | -3.5% |
| YTD | +84.9% | +193.8% | -108.9% | +5.2% |
| 1Y | +200.8% | +236.1% | -35.3% | +60.0% |
| 3Y | +385.1% | +267.1% | +117.9% | +148.8% |
| 5Y | +460.5% | +145.3% | +315.2% | +251.9% |
| 10Y | +3,866.3% | +1,857.3% | +2,008.9% | +751.0% |
| All | +14,428.0% | +292.9% | +14,135.1% | +3,351.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling