+2,479.7%
LRCX vs XLP
+130.4%
+2,349.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.9% | +9.5% | +9.7% |
| 7D | -2.7% | +0.1% | -2.8% | -2.9% |
| 30D | -30.6% | +8.9% | -39.5% | -36.1% |
| 3M | -28.8% | +7.5% | -36.3% | -34.2% |
| 6M | -24.6% | +9.4% | -34.0% | -33.4% |
| YTD | +29.7% | +19.3% | +10.4% | +4.1% |
| 1Y | +39.5% | +21.7% | +17.8% | +9.1% |
| 3Y | +248.9% | +44.0% | +205.0% | +114.6% |
| 5Y | +274.3% | +42.8% | +231.6% | +132.9% |
| 10Y | +2,479.7% | +128.8% | +2,350.9% | +918.6% |
| All | +2,479.7% | +130.4% | +2,349.4% | +918.6% |
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