+3,821.0%
LRCX vs XLP
+102.6%
+3,718.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +4.7% |
| 7D | +10.4% | -1.4% | +11.9% | +11.8% |
| 30D | +2.9% | -1.3% | +4.2% | +3.7% |
| 3M | -1.2% | +1.8% | -3.0% | -5.6% |
| 6M | +60.9% | -0.8% | +61.7% | +56.9% |
| YTD | +87.5% | +9.5% | +78.0% | +64.0% |
| 1Y | +206.6% | +7.2% | +199.5% | +171.8% |
| 3Y | +392.1% | +27.1% | +365.0% | +245.7% |
| 5Y | +478.4% | +32.0% | +446.4% | +288.6% |
| 10Y | +3,821.0% | +102.9% | +3,718.1% | +1,584.1% |
| All | +3,821.0% | +102.6% | +3,718.4% | +1,584.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 10y: compounded portfolio wealth divided by compounded XLP 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…
10y analysis · Full analysis span regression · 6 months rolling