+60,337.7%
LRCX vs XLB
+822.6%
+59,515.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.5% | +5.4% |
| 7D | +1.9% | -1.4% | +3.3% | +3.2% |
| 30D | +0.1% | -0.4% | +0.5% | +0.2% |
| 3M | -8.5% | +2.0% | -10.5% | -10.7% |
| 6M | +38.1% | +1.8% | +36.2% | +36.0% |
| YTD | +80.1% | +16.6% | +63.5% | +56.2% |
| 1Y | +208.1% | +16.9% | +191.1% | +166.6% |
| 3Y | +350.2% | +32.6% | +317.7% | +252.0% |
| 5Y | +430.7% | +35.6% | +395.0% | +318.8% |
| 10Y | +3,633.2% | +160.0% | +3,473.2% | +1,641.4% |
| All | +60,337.7% | +822.6% | +59,515.1% | +7,929.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling