+460.5%
LRCX vs URA
+132.7%
+327.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.7% |
| 7D | +9.5% | +5.7% | +3.8% | +6.6% |
| 30D | +3.1% | +5.6% | -2.5% | +0.1% |
| 3M | -3.4% | +6.2% | -9.6% | -5.7% |
| 6M | +49.7% | -8.2% | +57.9% | +56.0% |
| YTD | +84.9% | +9.7% | +75.2% | +77.2% |
| 1Y | +200.8% | +17.0% | +183.9% | +177.2% |
| 3Y | +385.1% | +118.5% | +266.6% | +222.2% |
| 5Y | +460.5% | +134.3% | +326.2% | +242.2% |
| All | +460.5% | +132.7% | +327.8% | +242.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling