+361.6%
LRCX vs XLRE
+31.2%
+330.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | -3.1% | -1.2% | -1.9% | -2.5% |
| 30D | -8.6% | -2.4% | -6.1% | -7.5% |
| 3M | -17.7% | -2.5% | -15.2% | -17.5% |
| 6M | +36.4% | +4.0% | +32.4% | +30.8% |
| YTD | +74.5% | +9.3% | +65.3% | +62.2% |
| 1Y | +159.4% | +5.6% | +153.9% | +146.2% |
| 3Y | +361.6% | +31.3% | +330.3% | +268.3% |
| All | +361.6% | +31.2% | +330.4% | +268.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 3y: compounded portfolio wealth divided by compounded XLRE 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…
3y analysis · Full analysis span regression · 6 months rolling