+243.9%
LRCX vs XLE
+71.0%
+173.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.3% | -3.6% |
| 7D | +12.7% | +5.4% | +7.3% | +11.0% |
| 30D | -21.3% | -3.9% | -17.3% | -20.4% |
| 3M | -32.9% | +7.0% | -39.9% | -34.2% |
| 6M | -23.4% | +14.2% | -37.6% | -26.7% |
| YTD | +32.4% | +48.2% | -15.8% | +7.0% |
| 1Y | +48.0% | +47.7% | +0.3% | +19.5% |
| 3Y | +243.9% | +70.0% | +173.9% | +160.0% |
| All | +243.9% | +71.0% | +173.0% | +160.0% |
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