+361.6%
LRCX vs USHY
+27.0%
+334.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -3.1% | -0.7% | -2.4% | +0.3% |
| 30D | -8.6% | -0.7% | -7.9% | -5.4% |
| 3M | -17.7% | +0.1% | -17.7% | -17.4% |
| 6M | +36.4% | +1.8% | +34.6% | +29.0% |
| YTD | +74.5% | +1.8% | +72.8% | +66.3% |
| 1Y | +159.4% | +3.3% | +156.2% | +134.5% |
| 3Y | +361.6% | +27.0% | +334.6% | +139.9% |
| All | +361.6% | +27.0% | +334.5% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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