+361.6%
LRCX vs USFR
+14.1%
+347.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.9% |
| 7D | -3.1% | +0.1% | -3.2% | -1.7% |
| 30D | -8.6% | +0.4% | -8.9% | -5.1% |
| 3M | -17.7% | +1.0% | -18.7% | -8.8% |
| 6M | +36.4% | +2.0% | +34.4% | +59.6% |
| YTD | +74.5% | +2.8% | +71.8% | +111.2% |
| 1Y | +159.4% | +4.1% | +155.4% | +232.4% |
| 3Y | +361.6% | +14.1% | +347.4% | +558.0% |
| All | +361.6% | +14.1% | +347.4% | +558.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling