+1,958.8%
LRCX vs XLC
+142.6%
+1,816.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.7% |
| 7D | +10.4% | +0.6% | +9.8% | +9.5% |
| 30D | +2.9% | +0.2% | +2.7% | +2.0% |
| 3M | -1.2% | +0.6% | -1.8% | -4.5% |
| 6M | +60.9% | -4.5% | +65.4% | +66.2% |
| YTD | +87.5% | -4.7% | +92.3% | +93.9% |
| 1Y | +206.6% | -1.7% | +208.3% | +205.6% |
| 3Y | +392.1% | +72.3% | +319.8% | +148.9% |
| 5Y | +478.4% | +37.8% | +440.7% | +293.2% |
| All | +1,958.8% | +142.6% | +1,816.2% | +526.8% |
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