+395.9%
LRCX vs W
+37.8%
+358.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +4.0% |
| 7D | +10.4% | +6.5% | +3.9% | +8.5% |
| 30D | +2.9% | -6.2% | +9.1% | +4.5% |
| 3M | -1.2% | +48.9% | -50.0% | -13.5% |
| 6M | +60.9% | +31.2% | +29.7% | +44.7% |
| YTD | +87.5% | -0.4% | +88.0% | +81.0% |
| 1Y | +206.6% | +14.8% | +191.8% | +180.2% |
| All | +395.9% | +37.8% | +358.1% | +253.3% |
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