+3,549.0%
LRCX vs XLB
+163.8%
+3,385.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.4% |
| 7D | -3.1% | -2.8% | -0.2% | +0.4% |
| 30D | -8.6% | -3.1% | -5.5% | -5.2% |
| 3M | -17.7% | -0.2% | -17.5% | -18.6% |
| 6M | +36.4% | +3.1% | +33.3% | +31.0% |
| YTD | +74.5% | +13.3% | +61.3% | +49.3% |
| 1Y | +159.4% | +12.0% | +147.4% | +124.7% |
| 3Y | +361.6% | +31.4% | +330.2% | +232.0% |
| 5Y | +425.2% | +33.9% | +391.3% | +278.1% |
| All | +3,549.0% | +163.8% | +3,385.2% | +1,177.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling