+424.9%
LRCX vs USFR
+20.4%
+404.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.7% | -5.6% |
| 7D | +1.8% | +0.1% | +1.7% | +2.1% |
| 30D | -4.3% | +0.3% | -4.6% | -3.3% |
| 3M | -7.3% | +1.0% | -8.3% | -4.8% |
| 6M | +38.6% | +1.9% | +36.6% | +43.4% |
| YTD | +74.4% | +2.7% | +71.7% | +80.5% |
| 1Y | +179.1% | +4.0% | +175.1% | +189.2% |
| 3Y | +357.7% | +14.1% | +343.6% | +306.8% |
| 5Y | +424.9% | +20.5% | +404.4% | +319.8% |
| All | +424.9% | +20.4% | +404.4% | +319.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling