+5,028.3%
LRCX vs XLRE
+107.7%
+4,920.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.0% |
| 7D | +1.8% | -2.7% | +4.5% | +4.2% |
| 30D | -4.3% | -2.3% | -2.0% | -2.4% |
| 3M | -7.3% | -3.5% | -3.9% | -5.9% |
| 6M | +38.6% | +1.9% | +36.7% | +34.2% |
| YTD | +74.4% | +8.3% | +66.1% | +60.1% |
| 1Y | +179.1% | +6.4% | +172.7% | +159.9% |
| 3Y | +357.7% | +30.2% | +327.4% | +249.5% |
| 5Y | +424.9% | +8.6% | +416.3% | +373.5% |
| 10Y | +3,642.4% | +87.4% | +3,555.0% | +2,068.9% |
| All | +5,028.3% | +107.7% | +4,920.6% | +2,744.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling