+361.6%
LRCX vs WYNN
-5.1%
+366.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | -3.1% | -4.2% | +1.1% | -1.0% |
| 30D | -8.6% | -14.6% | +6.1% | -1.3% |
| 3M | -17.7% | -18.4% | +0.7% | -9.5% |
| 6M | +36.4% | -11.9% | +48.3% | +44.2% |
| YTD | +74.5% | -26.6% | +101.1% | +100.4% |
| 1Y | +159.4% | -28.5% | +188.0% | +200.1% |
| 3Y | +361.6% | -5.1% | +366.7% | +323.4% |
| All | +361.6% | -5.1% | +366.6% | +323.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling