+44,329.0%
LRCX vs XLB
+823.1%
+43,505.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.2% |
| 7D | +12.7% | +0.5% | +12.2% | +12.3% |
| 30D | -21.3% | +5.2% | -26.4% | -24.9% |
| 3M | -32.9% | +0.3% | -33.2% | -33.3% |
| 6M | -23.4% | +1.2% | -24.6% | -24.7% |
| YTD | +32.4% | +16.6% | +15.7% | +14.5% |
| 1Y | +48.0% | +21.4% | +26.6% | +23.3% |
| 3Y | +243.9% | +43.2% | +200.7% | +150.0% |
| 5Y | +280.6% | +28.0% | +252.6% | +215.5% |
| 10Y | +2,547.5% | +164.8% | +2,382.8% | +1,115.0% |
| All | +44,329.0% | +823.1% | +43,505.9% | +5,787.9% |
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