+2,550.6%
SOXX vs LRCX
+12,752.3%
-10,201.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +1.4% | -3.1% | +4.5% | +3.2% |
| 30D | -3.6% | -8.6% | +5.0% | +1.5% |
| 3M | -10.2% | -17.7% | +7.5% | -0.1% |
| 6M | +54.2% | +36.4% | +17.9% | +24.9% |
| YTD | +75.2% | +74.5% | +0.7% | +20.1% |
| 1Y | +107.5% | +159.4% | -51.9% | +10.5% |
| 3Y | +226.8% | +361.6% | -134.8% | +20.0% |
| 5Y | +251.2% | +425.2% | -174.0% | +16.7% |
| 10Y | +1,567.6% | +3,645.0% | -2,077.3% | +55.9% |
| All | +2,550.6% | +12,752.3% | -10,201.7% | -22.0% |
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