+206.6%
LRCX vs XLP
+6.9%
+199.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +3.3% |
| 7D | +10.4% | -1.4% | +11.9% | +8.4% |
| 30D | +2.9% | -1.3% | +4.2% | +1.5% |
| 3M | -1.2% | +1.8% | -3.0% | +1.5% |
| 6M | +60.9% | -0.8% | +61.7% | +61.4% |
| YTD | +87.5% | +9.5% | +78.0% | +114.5% |
| 1Y | +206.6% | +7.2% | +199.5% | +258.2% |
| All | +206.6% | +6.9% | +199.8% | +258.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling