+392.1%
LRCX vs URA
+121.0%
+271.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.0% | +2.4% |
| 7D | +10.4% | +8.1% | +2.3% | +5.8% |
| 30D | +2.9% | +5.8% | -2.9% | -0.4% |
| 3M | -1.2% | +3.4% | -4.6% | -2.9% |
| 6M | +60.9% | -2.6% | +63.5% | +62.6% |
| YTD | +87.5% | +11.2% | +76.4% | +77.8% |
| 1Y | +206.6% | +19.8% | +186.8% | +178.2% |
| 3Y | +392.1% | +121.5% | +270.6% | +239.3% |
| All | +392.1% | +121.0% | +271.1% | +239.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling