+2,520.1%
LRCX vs WELL
+463.2%
+2,057.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | +12.7% | +0.1% | +12.6% | +12.7% |
| 30D | -21.3% | +5.7% | -26.9% | -22.9% |
| 3M | -32.9% | +4.6% | -37.5% | -34.2% |
| 6M | -23.4% | +11.9% | -35.2% | -27.5% |
| YTD | +32.4% | +33.6% | -1.2% | +17.1% |
| 1Y | +48.0% | +29.8% | +18.3% | +32.1% |
| 3Y | +243.9% | +202.2% | +41.8% | +118.7% |
| 5Y | +280.6% | +223.2% | +57.4% | +132.8% |
| All | +2,520.1% | +463.2% | +2,057.0% | +1,111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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