+42.8%
LRCX vs USFR
+4.1%
+38.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -12.8% | +0.1% | -12.9% | -10.2% |
| 30D | -36.0% | +0.4% | -36.3% | -28.5% |
| 3M | -30.2% | +1.1% | -31.3% | +1.4% |
| 6M | -14.2% | +2.0% | -16.2% | +67.4% |
| YTD | +29.7% | +3.4% | +26.4% | +123.2% |
| 1Y | +42.8% | +4.1% | +38.7% | +65.3% |
| All | +42.8% | +4.1% | +38.7% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling