+3,546.5%
LRCX vs WFC
+143.5%
+3,402.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.5% |
| 7D | +1.8% | +0.3% | +1.5% | +1.6% |
| 30D | -4.3% | +2.3% | -6.6% | -5.7% |
| 3M | -7.3% | +9.8% | -17.1% | -12.4% |
| 6M | +38.6% | +15.6% | +23.0% | +26.9% |
| YTD | +74.4% | -2.4% | +76.9% | +74.9% |
| 1Y | +179.1% | +13.8% | +165.3% | +156.8% |
| 3Y | +357.7% | +134.6% | +223.0% | +177.2% |
| 5Y | +424.9% | +127.9% | +297.0% | +217.5% |
| All | +3,546.5% | +143.5% | +3,402.9% | +2,047.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling