+361.6%
LRCX vs XOM
+57.7%
+303.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -3.1% | +4.1% | -7.2% | -2.8% |
| 30D | -8.6% | +4.6% | -13.1% | -8.3% |
| 3M | -17.7% | +14.0% | -31.6% | -16.8% |
| 6M | +36.4% | +11.0% | +25.4% | +36.2% |
| YTD | +74.5% | +40.7% | +33.8% | +64.8% |
| 1Y | +159.4% | +52.3% | +107.1% | +139.0% |
| 3Y | +361.6% | +60.5% | +301.1% | +320.6% |
| All | +361.6% | +57.7% | +303.9% | +320.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling