+3,494.1%
LRCX vs Z
+4.2%
+3,489.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.2% |
| 7D | +26.2% | -4.9% | +31.2% | +28.1% |
| 30D | -22.4% | +3.0% | -25.3% | -23.9% |
| 3M | -28.2% | -13.4% | -14.8% | -26.7% |
| 6M | -19.0% | -27.3% | +8.3% | -14.1% |
| YTD | +37.0% | -57.8% | +94.8% | +69.7% |
| 1Y | +45.5% | -60.0% | +105.5% | +83.0% |
| 3Y | +249.7% | -21.5% | +271.2% | +235.4% |
| 5Y | +293.9% | -55.0% | +348.8% | +325.3% |
| 10Y | +2,639.6% | -18.8% | +2,658.4% | +2,088.8% |
| All | +3,494.1% | +4.2% | +3,489.9% | +2,577.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling