+392.1%
LRCX vs USFD
+162.9%
+229.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.5% |
| 7D | +10.4% | -3.3% | +13.8% | +11.8% |
| 30D | +2.9% | -5.3% | +8.2% | +5.1% |
| 3M | -1.2% | +18.8% | -20.0% | -9.6% |
| 6M | +60.9% | +14.3% | +46.6% | +49.8% |
| YTD | +87.5% | +36.9% | +50.7% | +57.9% |
| 1Y | +206.6% | +31.7% | +174.9% | +162.3% |
| 3Y | +392.1% | +164.5% | +227.6% | +233.9% |
| All | +392.1% | +162.9% | +229.2% | +233.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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