+361.3%
LRCX vs XLI
+68.2%
+293.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -4.3% |
| 7D | +1.8% | -2.3% | +4.1% | +6.2% |
| 30D | -4.3% | -8.2% | +3.9% | +11.8% |
| 3M | -7.3% | +0.8% | -8.1% | -6.2% |
| 6M | +38.6% | +0.8% | +37.7% | +41.2% |
| YTD | +74.4% | +10.5% | +63.9% | +53.6% |
| 1Y | +179.1% | +14.1% | +165.0% | +135.5% |
| All | +361.3% | +68.2% | +293.1% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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