+388.9%
LRCX vs XLB
+32.2%
+356.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -0.2% |
| 7D | +9.5% | -2.9% | +12.5% | +13.4% |
| 30D | +3.1% | -3.4% | +6.4% | +7.0% |
| 3M | -3.4% | +1.6% | -5.0% | -6.5% |
| 6M | +49.7% | +3.6% | +46.0% | +42.6% |
| YTD | +84.9% | +14.2% | +70.6% | +55.6% |
| 1Y | +200.8% | +15.6% | +185.2% | +149.6% |
| All | +388.9% | +32.2% | +356.6% | +251.5% |
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