+3,549.0%
LRCX vs XOM
+194.6%
+3,354.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -3.1% | +4.1% | -7.2% | -4.6% |
| 30D | -8.6% | +4.6% | -13.1% | -10.4% |
| 3M | -17.7% | +14.0% | -31.6% | -22.7% |
| 6M | +36.4% | +11.0% | +25.4% | +27.2% |
| YTD | +74.5% | +40.7% | +33.8% | +44.7% |
| 1Y | +159.4% | +52.3% | +107.1% | +105.9% |
| 3Y | +361.6% | +60.5% | +301.1% | +249.6% |
| 5Y | +425.2% | +266.4% | +158.8% | +138.7% |
| All | +3,549.0% | +194.6% | +3,354.4% | +1,547.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling