+3,549.0%
LRCX vs XLV
+174.9%
+3,374.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.3% |
| 7D | -3.1% | -3.6% | +0.5% | +0.8% |
| 30D | -8.6% | -1.8% | -6.7% | -7.5% |
| 3M | -17.7% | +7.8% | -25.5% | -27.3% |
| 6M | +36.4% | +9.1% | +27.2% | +18.3% |
| YTD | +74.5% | +7.7% | +66.8% | +53.5% |
| 1Y | +159.4% | +20.4% | +139.0% | +97.9% |
| 3Y | +361.6% | +30.8% | +330.8% | +213.4% |
| 5Y | +425.2% | +34.6% | +390.6% | +245.1% |
| All | +3,549.0% | +174.9% | +3,374.1% | +1,085.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 10y: compounded portfolio wealth divided by compounded XLV 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…
10y analysis · Full analysis span regression · 6 months rolling