+363.8%
LRCX vs USAR
+58.5%
+305.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.0% | +0.3% | -5.1% |
| 7D | +1.8% | -9.3% | +11.2% | +2.8% |
| 30D | -4.3% | -15.2% | +10.9% | -2.9% |
| 3M | -7.3% | -21.1% | +13.8% | -5.6% |
| 6M | +38.6% | -21.6% | +60.1% | +40.9% |
| YTD | +74.4% | +34.8% | +39.6% | +72.8% |
| 1Y | +179.1% | +15.6% | +163.5% | +175.8% |
| 3Y | +357.7% | +57.7% | +300.0% | +338.0% |
| All | +363.8% | +58.5% | +305.3% | +359.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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