+2,635.6%
LRCX vs WM
+324.5%
+2,311.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.2% | +4.8% | +5.6% |
| 7D | +6.5% | +0.8% | +5.8% | +6.1% |
| 30D | -23.8% | +13.8% | -37.6% | -28.2% |
| 3M | -24.2% | +6.4% | -30.6% | -26.8% |
| 6M | -20.2% | +13.2% | -33.4% | -26.9% |
| YTD | +38.2% | +10.8% | +27.4% | +26.1% |
| 1Y | +48.9% | +20.2% | +28.7% | +28.9% |
| 3Y | +252.8% | +46.5% | +206.4% | +156.8% |
| 5Y | +304.3% | +61.3% | +243.1% | +168.6% |
| All | +2,635.6% | +324.5% | +2,311.1% | +762.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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