+243.9%
LRCX vs W
+161.9%
+82.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.5% |
| 7D | +12.7% | +0.2% | +12.6% | +12.7% |
| 30D | -21.3% | +6.8% | -28.1% | -22.7% |
| 3M | -32.9% | +10.7% | -43.6% | -35.1% |
| 6M | -23.4% | +86.3% | -109.7% | -37.6% |
| YTD | +32.4% | +11.5% | +20.9% | +23.2% |
| 1Y | +48.0% | +5.1% | +42.9% | +39.4% |
| 3Y | +243.9% | +171.0% | +73.0% | +127.7% |
| All | +243.9% | +161.9% | +82.0% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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