+42.8%
LRCX vs SAN
+23.5%
+19.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +6.4% | -10.5% | -8.4% |
| 7D | -12.8% | +4.5% | -17.3% | -15.7% |
| 30D | -36.0% | -12.1% | -23.9% | -29.6% |
| 3M | -30.2% | -15.6% | -14.7% | -21.4% |
| 6M | -14.2% | +5.8% | -20.0% | -19.8% |
| YTD | +29.7% | +5.5% | +24.3% | +18.1% |
| 1Y | +42.8% | +23.6% | +19.2% | +10.0% |
| All | +42.8% | +23.5% | +19.3% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling