+255.9%
LRCX vs Z
-20.9%
+276.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.5% |
| 7D | +26.2% | -4.9% | +31.2% | +27.2% |
| 30D | -22.4% | +3.0% | -25.3% | -23.1% |
| 3M | -28.2% | -13.4% | -14.8% | -27.1% |
| 6M | -19.0% | -27.3% | +8.3% | -14.7% |
| YTD | +37.0% | -57.8% | +94.8% | +65.1% |
| 1Y | +45.5% | -60.0% | +105.5% | +77.8% |
| All | +255.9% | -20.9% | +276.8% | +264.3% |
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