+395.9%
LRCX vs USAR
+73.6%
+322.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +10.4% | +2.3% | +8.1% | +10.2% |
| 30D | +2.9% | -8.6% | +11.6% | +3.6% |
| 3M | -1.2% | -20.5% | +19.3% | +0.3% |
| 6M | +60.9% | +1.2% | +59.7% | +61.0% |
| YTD | +87.5% | +48.4% | +39.1% | +84.1% |
| 1Y | +206.6% | +30.6% | +176.0% | +200.0% |
| All | +395.9% | +73.6% | +322.3% | +373.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling