+3,549.0%
LRCX vs WFC
+145.8%
+3,403.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.4% |
| 7D | -3.1% | +0.4% | -3.4% | -3.3% |
| 30D | -8.6% | +1.5% | -10.1% | -9.5% |
| 3M | -17.7% | +10.2% | -27.9% | -22.4% |
| 6M | +36.4% | +18.8% | +17.6% | +23.1% |
| YTD | +74.5% | -1.5% | +76.1% | +74.1% |
| 1Y | +159.4% | +13.5% | +145.9% | +139.0% |
| 3Y | +361.6% | +135.0% | +226.6% | +179.4% |
| 5Y | +425.2% | +130.1% | +295.2% | +216.2% |
| All | +3,549.0% | +145.8% | +3,403.2% | +2,038.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded WFC 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling