+3,821.0%
LRCX vs WM
+305.2%
+3,515.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.4% |
| 7D | +10.4% | -0.9% | +11.3% | +10.8% |
| 30D | +2.9% | -4.3% | +7.3% | +4.7% |
| 3M | -1.2% | +0.8% | -1.9% | -3.7% |
| 6M | +60.9% | -10.8% | +71.6% | +65.6% |
| YTD | +87.5% | -0.1% | +87.6% | +80.1% |
| 1Y | +206.6% | +1.0% | +205.6% | +190.1% |
| 3Y | +392.1% | +45.1% | +347.0% | +251.3% |
| 5Y | +478.4% | +52.1% | +426.3% | +289.6% |
| 10Y | +3,821.0% | +302.9% | +3,518.1% | +1,208.3% |
| All | +3,821.0% | +305.2% | +3,515.8% | +1,208.3% |
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