+42.8%
LRCX vs XLB
+29.8%
+13.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.5% | -6.5% | -6.0% |
| 7D | -12.8% | +3.9% | -16.7% | -15.9% |
| 30D | -36.0% | +8.9% | -44.9% | -41.1% |
| 3M | -30.2% | +4.1% | -34.4% | -33.2% |
| 6M | -14.2% | +7.3% | -21.5% | -20.9% |
| YTD | +29.7% | +20.4% | +9.4% | +3.9% |
| 1Y | +42.8% | +29.5% | +13.3% | +4.7% |
| All | +42.8% | +29.8% | +13.0% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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