+33.3%
ORCL vs LRCX
+388.7%
-355.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.8% | +1.0% |
| 7D | +15.0% | +10.4% | +4.6% | +11.4% |
| 30D | +10.5% | +2.9% | +7.6% | +9.3% |
| 3M | -23.0% | -1.2% | -21.8% | -24.9% |
| 6M | +7.0% | +60.9% | -53.9% | -13.6% |
| YTD | -15.8% | +87.5% | -103.4% | -37.2% |
| 1Y | -31.1% | +206.6% | -237.7% | -58.4% |
| 3Y | +33.3% | +392.1% | -358.8% | -36.8% |
| All | +33.3% | +388.7% | -355.4% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling