+424.9%
LRCX vs XLB
+32.8%
+392.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -4.1% |
| 7D | +1.8% | -3.5% | +5.4% | +6.6% |
| 30D | -4.3% | -4.7% | +0.4% | +1.3% |
| 3M | -7.3% | +2.7% | -10.0% | -11.6% |
| 6M | +38.6% | +2.6% | +36.0% | +33.5% |
| YTD | +74.4% | +12.8% | +61.6% | +48.3% |
| 1Y | +179.1% | +14.0% | +165.2% | +134.2% |
| 3Y | +357.7% | +31.5% | +326.2% | +219.5% |
| 5Y | +424.9% | +33.4% | +391.4% | +268.5% |
| All | +424.9% | +32.8% | +392.1% | +268.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling