+2,664.2%
LRCX vs XLP
+137.2%
+2,527.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.6% | +5.7% |
| 7D | +6.5% | -0.5% | +7.1% | +7.1% |
| 30D | -23.8% | +8.3% | -32.1% | -29.4% |
| 3M | -24.2% | +8.7% | -32.9% | -30.5% |
| 6M | -20.2% | +11.2% | -31.4% | -30.5% |
| YTD | +38.2% | +20.0% | +18.2% | +10.4% |
| 1Y | +48.9% | +21.3% | +27.5% | +17.1% |
| 3Y | +252.8% | +43.8% | +209.0% | +117.7% |
| 5Y | +304.3% | +43.3% | +261.0% | +151.0% |
| 10Y | +2,664.2% | +136.8% | +2,527.5% | +957.2% |
| All | +2,664.2% | +137.2% | +2,527.1% | +957.2% |
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