+3,549.0%
LRCX vs UNP
+285.4%
+3,263.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | -3.1% | -1.8% | -1.3% | -1.9% |
| 30D | -8.6% | -2.7% | -5.8% | -6.8% |
| 3M | -17.7% | +6.5% | -24.2% | -21.7% |
| 6M | +36.4% | +14.4% | +22.0% | +21.9% |
| YTD | +74.5% | +24.8% | +49.7% | +45.9% |
| 1Y | +159.4% | +34.4% | +125.0% | +104.6% |
| 3Y | +361.6% | +43.6% | +318.0% | +237.9% |
| 5Y | +425.2% | +53.2% | +372.0% | +254.4% |
| All | +3,549.0% | +285.4% | +3,263.6% | +1,375.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 10y: compounded portfolio wealth divided by compounded UNP 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…
10y analysis · Full analysis span regression · 6 months rolling