+3,546.5%
LRCX vs URA
+361.2%
+3,185.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.0% | -1.7% | -3.6% |
| 7D | +1.8% | -1.5% | +3.4% | +2.7% |
| 30D | -4.3% | -0.4% | -3.9% | -4.2% |
| 3M | -7.3% | +6.3% | -13.6% | -9.4% |
| 6M | +38.6% | -14.0% | +52.5% | +49.7% |
| YTD | +74.4% | +5.3% | +69.1% | +70.4% |
| 1Y | +179.1% | +11.7% | +167.4% | +162.0% |
| 3Y | +357.7% | +109.8% | +247.9% | +203.0% |
| 5Y | +424.9% | +108.0% | +316.9% | +228.0% |
| All | +3,546.5% | +361.2% | +3,185.2% | +1,235.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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