+378.8%
LRCX vs USAR
+74.0%
+304.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.2% |
| 7D | +1.9% | -2.1% | +4.0% | +2.1% |
| 30D | +0.1% | +2.6% | -2.5% | -0.3% |
| 3M | -8.5% | -35.0% | +26.5% | -5.9% |
| 6M | +38.1% | -6.9% | +44.9% | +38.7% |
| YTD | +80.1% | +48.0% | +32.1% | +76.8% |
| 1Y | +208.1% | +24.8% | +183.3% | +201.8% |
| 3Y | +350.2% | +73.2% | +277.0% | +327.4% |
| All | +378.8% | +74.0% | +304.8% | +370.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling