+61,946.6%
LRCX vs XLF
+409.8%
+61,536.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | +9.5% | -1.0% | +10.6% | +10.3% |
| 30D | +3.1% | -1.3% | +4.4% | +4.0% |
| 3M | -3.4% | +9.1% | -12.5% | -10.3% |
| 6M | +49.7% | +14.4% | +35.3% | +34.1% |
| YTD | +84.9% | +5.1% | +79.8% | +76.8% |
| 1Y | +200.8% | +8.6% | +192.2% | +180.8% |
| 3Y | +385.1% | +74.4% | +310.6% | +218.0% |
| 5Y | +460.5% | +64.4% | +396.1% | +293.0% |
| 10Y | +3,866.3% | +251.6% | +3,614.7% | +1,540.2% |
| All | +61,946.6% | +409.8% | +61,536.7% | +17,559.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling