+392.1%
LRCX vs XLE
+55.7%
+336.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.0% | +3.9% |
| 7D | +10.4% | 0.0% | +10.4% | +10.4% |
| 30D | +2.9% | +12.6% | -9.7% | -0.5% |
| 3M | -1.2% | +11.8% | -13.0% | -4.3% |
| 6M | +60.9% | +16.1% | +44.8% | +50.9% |
| YTD | +87.5% | +46.9% | +40.7% | +53.8% |
| 1Y | +206.6% | +53.3% | +153.4% | +143.5% |
| 3Y | +392.1% | +54.9% | +337.2% | +283.6% |
| All | +392.1% | +55.7% | +336.4% | +283.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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