+416.0%
LRCX vs XLF
+65.0%
+351.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.7% |
| 7D | -3.1% | -1.5% | -1.6% | -1.5% |
| 30D | -8.6% | -1.2% | -7.4% | -7.6% |
| 3M | -17.7% | +9.2% | -26.9% | -26.3% |
| 6M | +36.4% | +16.3% | +20.0% | +13.4% |
| YTD | +74.5% | +5.4% | +69.1% | +62.5% |
| 1Y | +159.4% | +7.6% | +151.8% | +135.8% |
| 3Y | +361.6% | +74.2% | +287.4% | +135.1% |
| All | +416.0% | +65.0% | +351.1% | +181.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 5y: compounded portfolio wealth divided by compounded XLF 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…
5y analysis · Full analysis span regression · 6 months rolling