+361.6%
LRCX vs UNP
+43.0%
+318.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -3.1% | -1.8% | -1.3% | -2.4% |
| 30D | -8.6% | -2.7% | -5.8% | -7.6% |
| 3M | -17.7% | +6.5% | -24.2% | -20.0% |
| 6M | +36.4% | +14.4% | +22.0% | +27.5% |
| YTD | +74.5% | +24.8% | +49.7% | +56.1% |
| 1Y | +159.4% | +34.4% | +125.0% | +122.4% |
| 3Y | +361.6% | +43.6% | +318.0% | +286.4% |
| All | +361.6% | +43.0% | +318.6% | +286.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling