+4,889.9%
LRCX vs W
+176.2%
+4,713.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +4.5% |
| 7D | +1.9% | -4.2% | +6.1% | +2.9% |
| 30D | +0.1% | -7.6% | +7.6% | +1.7% |
| 3M | -8.5% | +37.2% | -45.6% | -16.1% |
| 6M | +38.1% | +26.3% | +11.7% | +28.3% |
| YTD | +80.1% | -1.0% | +81.0% | +76.0% |
| 1Y | +208.1% | +20.1% | +188.0% | +184.3% |
| 3Y | +350.2% | +37.8% | +312.4% | +270.6% |
| 5Y | +430.7% | -63.7% | +494.3% | +396.8% |
| 10Y | +3,633.2% | +156.3% | +3,476.9% | +2,022.3% |
| All | +4,889.9% | +176.2% | +4,713.7% | +2,701.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling