+1,816.2%
LRCX vs XLC
+145.0%
+1,671.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -1.1% |
| 7D | -3.1% | +0.5% | -3.6% | -3.7% |
| 30D | -8.6% | +2.1% | -10.7% | -11.3% |
| 3M | -17.7% | +0.7% | -18.4% | -20.6% |
| 6M | +36.4% | -3.2% | +39.6% | +38.5% |
| YTD | +74.5% | -3.8% | +78.3% | +78.3% |
| 1Y | +159.4% | -2.0% | +161.5% | +159.7% |
| 3Y | +361.6% | +71.4% | +290.2% | +135.1% |
| 5Y | +425.2% | +40.7% | +384.6% | +247.7% |
| All | +1,816.2% | +145.0% | +1,671.2% | +476.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling