+7,536.0%
LRCX vs USFR
+27.6%
+7,508.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.1% |
| 7D | +10.4% | +0.1% | +10.4% | +10.4% |
| 30D | +2.9% | +0.3% | +2.6% | +2.7% |
| 3M | -1.2% | +1.0% | -2.2% | -1.7% |
| 6M | +60.9% | +1.9% | +58.9% | +59.1% |
| YTD | +87.5% | +2.7% | +84.9% | +84.6% |
| 1Y | +206.6% | +4.0% | +202.6% | +199.3% |
| 3Y | +392.1% | +14.0% | +378.1% | +351.3% |
| 5Y | +478.4% | +20.4% | +458.0% | +411.3% |
| 10Y | +3,821.0% | +28.1% | +3,792.9% | +3,262.6% |
| All | +7,536.0% | +27.6% | +7,508.4% | +6,530.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling