+42.8%
LRCX vs XOM
+53.6%
-10.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.6% | +0.6% | -6.7% |
| 7D | -12.8% | -7.0% | -5.8% | -16.5% |
| 30D | -36.0% | +3.2% | -39.2% | -34.0% |
| 3M | -30.2% | +10.7% | -40.9% | -24.2% |
| 6M | -14.2% | +11.6% | -25.8% | -4.4% |
| YTD | +29.7% | +43.5% | -13.7% | +58.7% |
| 1Y | +42.8% | +52.6% | -9.8% | +88.1% |
| All | +42.8% | +53.6% | -10.8% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XOM.
Daily Out/Under-Performance
Portfolio return minus XOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOM 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 1y: compounded portfolio wealth divided by compounded XOM 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…
1y analysis · Full analysis span regression · 6 months rolling