+1,353.2%
LRCX vs XLC
+137.2%
+1,215.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.4% | -4.6% |
| 7D | +12.7% | +3.7% | +9.0% | +8.2% |
| 30D | -21.3% | -1.9% | -19.3% | -19.4% |
| 3M | -32.9% | -3.1% | -29.8% | -31.2% |
| 6M | -23.4% | -6.4% | -17.0% | -19.8% |
| YTD | +32.4% | -6.8% | +39.2% | +39.6% |
| 1Y | +48.0% | -1.7% | +49.7% | +46.1% |
| 3Y | +243.9% | +64.7% | +179.3% | +82.8% |
| 5Y | +280.6% | +41.1% | +239.5% | +148.5% |
| All | +1,353.2% | +137.2% | +1,215.9% | +351.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling