+3,549.0%
LRCX vs WAB
+296.8%
+3,252.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.6% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -8.6% | -4.1% | -4.5% | -5.9% |
| 3M | -17.7% | +8.2% | -25.9% | -21.7% |
| 6M | +36.4% | +15.4% | +20.9% | +25.1% |
| YTD | +74.5% | +33.1% | +41.4% | +46.8% |
| 1Y | +159.4% | +48.1% | +111.4% | +104.9% |
| 3Y | +361.6% | +167.7% | +193.9% | +158.8% |
| 5Y | +425.2% | +225.7% | +199.5% | +167.0% |
| All | +3,549.0% | +296.8% | +3,252.2% | +1,334.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling