+252.0%
LRCX vs USAR
-19.4%
+271.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.5% |
| 7D | +12.7% | -0.8% | +13.5% | +12.8% |
| 30D | -21.3% | -20.9% | -0.3% | -19.4% |
| 3M | -32.9% | -56.2% | +23.3% | -27.5% |
| 6M | -23.4% | -67.9% | +44.5% | -15.7% |
| YTD | +32.4% | -31.4% | +63.8% | +39.9% |
| 1Y | +48.0% | -45.1% | +93.1% | +57.2% |
| 3Y | +243.9% | -20.3% | +264.3% | +247.1% |
| All | +252.0% | -19.4% | +271.3% | +272.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling