-20.2%
LRCX vs XLP
+10.2%
-30.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.6% | +7.1% |
| 7D | +6.5% | -0.5% | +7.1% | +4.6% |
| 30D | -23.8% | +8.3% | -32.1% | -4.9% |
| 3M | -24.2% | +8.7% | -32.9% | -3.7% |
| 6M | -20.2% | +11.2% | -31.4% | +12.2% |
| All | -20.2% | +10.2% | -30.4% | +12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling