+388.9%
LRCX vs Z
-37.2%
+426.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +9.5% | -7.1% | +16.6% | +10.9% |
| 30D | +3.1% | -4.8% | +7.9% | +3.5% |
| 3M | -3.4% | -9.3% | +5.9% | -2.5% |
| 6M | +49.7% | -29.0% | +78.7% | +60.6% |
| YTD | +84.9% | -52.9% | +137.7% | +119.8% |
| 1Y | +200.8% | -63.1% | +264.0% | +282.8% |
| All | +388.9% | -37.2% | +426.1% | +421.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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