+1,593.8%
META vs LRCX
+6,831.0%
-5,237.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +3.3% | -3.6% | +6.9% | +3.9% |
| 30D | -10.8% | -30.3% | +19.5% | +0.4% |
| 3M | +7.9% | -27.3% | +35.2% | +18.3% |
| 6M | +5.4% | -24.2% | +29.6% | +7.9% |
| YTD | -2.6% | +30.3% | -32.9% | -21.8% |
| 1Y | +1.9% | +34.3% | -32.4% | -19.8% |
| 3Y | +97.0% | +232.6% | -135.7% | 0.0% |
| 5Y | +97.6% | +286.2% | -188.6% | -8.4% |
| 10Y | +436.0% | +2,547.4% | -2,111.4% | +12.8% |
| All | +1,593.8% | +6,831.0% | -5,237.3% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LRCX.
Daily Out/Under-Performance
Portfolio return minus LRCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LRCX 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 LRCX 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