+12.7%
LRCX vs WYNN
-34.2%
+46.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -3.7% | -12.6% | -15.1% |
| 7D | -27.2% | +6.9% | -34.1% | -28.6% |
| 30D | -44.5% | +3.5% | -48.1% | -45.0% |
| 3M | -39.7% | -21.4% | -18.3% | -33.2% |
| 6M | -32.7% | -25.0% | -7.8% | -24.1% |
| YTD | +8.5% | -33.6% | +42.1% | +28.5% |
| 1Y | +12.7% | -36.0% | +48.8% | +36.5% |
| All | +12.7% | -34.2% | +46.9% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling