+246.2%
LRCX vs XLP
+40.8%
+205.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.3% | +9.5% | +8.5% |
| 7D | -16.2% | +0.7% | -16.9% | -16.3% |
| 30D | -39.2% | +10.3% | -49.4% | -40.9% |
| 3M | -34.4% | +6.5% | -40.9% | -35.7% |
| 6M | -32.4% | +8.4% | -40.8% | -35.3% |
| YTD | +17.4% | +18.2% | -0.8% | +5.6% |
| 1Y | +24.2% | +22.4% | +1.7% | +8.4% |
| 3Y | +221.6% | +41.9% | +179.7% | +130.4% |
| All | +246.2% | +40.8% | +205.4% | +166.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling