+1,522.5%
LRCX vs USHY
+49.7%
+1,472.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.2% | -4.2% |
| 7D | +1.8% | -0.7% | +2.6% | +4.2% |
| 30D | -4.3% | -0.5% | -3.8% | -2.6% |
| 3M | -7.3% | +0.5% | -7.8% | -8.2% |
| 6M | +38.6% | +1.5% | +37.1% | +34.8% |
| YTD | +74.4% | +1.7% | +72.7% | +69.3% |
| 1Y | +179.1% | +3.5% | +175.6% | +159.0% |
| 3Y | +357.7% | +27.2% | +330.5% | +146.5% |
| 5Y | +424.9% | +21.0% | +403.9% | +244.3% |
| All | +1,522.5% | +49.7% | +1,472.8% | +563.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling