+243.9%
LRCX vs XLB
+43.9%
+200.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.1% |
| 7D | +12.7% | +0.5% | +12.2% | +12.2% |
| 30D | -21.3% | +5.2% | -26.4% | -25.8% |
| 3M | -32.9% | +0.3% | -33.2% | -33.3% |
| 6M | -23.4% | +1.2% | -24.6% | -25.1% |
| YTD | +32.4% | +16.6% | +15.7% | +8.3% |
| 1Y | +48.0% | +21.4% | +26.6% | +14.9% |
| 3Y | +243.9% | +43.2% | +200.7% | +129.6% |
| All | +243.9% | +43.9% | +200.1% | +129.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling