+243.9%
LRCX vs XLC
+65.1%
+178.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.4% | -4.4% |
| 7D | +12.7% | +3.7% | +9.0% | +8.9% |
| 30D | -21.3% | -1.9% | -19.3% | -19.6% |
| 3M | -32.9% | -3.1% | -29.8% | -31.4% |
| 6M | -23.4% | -6.4% | -17.0% | -19.0% |
| YTD | +32.4% | -6.8% | +39.2% | +40.8% |
| 1Y | +48.0% | -1.7% | +49.7% | +46.0% |
| 3Y | +243.9% | +64.7% | +179.3% | +85.6% |
| All | +243.9% | +65.1% | +178.9% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling