+159.4%
LRCX vs XLB
+14.5%
+145.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.3% |
| 7D | -3.1% | -2.8% | -0.2% | -0.1% |
| 30D | -8.6% | -3.1% | -5.5% | -5.7% |
| 3M | -17.7% | -0.2% | -17.5% | -18.8% |
| 6M | +36.4% | +3.1% | +33.3% | +31.3% |
| YTD | +74.5% | +13.3% | +61.3% | +51.1% |
| 1Y | +159.4% | +12.0% | +147.4% | +124.4% |
| All | +159.4% | +14.5% | +145.0% | +124.4% |
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