+36.4%
LRCX vs XLY
-1.2%
+37.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.8% |
| 7D | -3.1% | -1.7% | -1.4% | -1.4% |
| 30D | -8.6% | -4.2% | -4.4% | -4.7% |
| 3M | -17.7% | -2.7% | -15.0% | -16.0% |
| 6M | +36.4% | -0.6% | +37.0% | +35.6% |
| All | +36.4% | -1.2% | +37.6% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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