+295.9%
LRCX vs WETO
-99.4%
+395.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +0.1% |
| 7D | -3.1% | -4.3% | +1.2% | -3.0% |
| 30D | -8.6% | -39.9% | +31.3% | -9.3% |
| 3M | -17.7% | -97.9% | +80.2% | -10.7% |
| 6M | +36.4% | -95.0% | +131.4% | +42.4% |
| YTD | +74.5% | -97.2% | +171.7% | +82.6% |
| 1Y | +159.4% | -98.9% | +258.4% | +172.2% |
| All | +295.9% | -99.4% | +395.3% | +306.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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