+3,549.0%
LRCX vs SAN
+357.1%
+3,192.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -1.1% |
| 7D | -3.1% | +0.2% | -3.3% | -3.2% |
| 30D | -8.6% | +0.9% | -9.5% | -9.1% |
| 3M | -17.7% | +19.1% | -36.8% | -24.9% |
| 6M | +36.4% | +33.2% | +3.2% | +18.1% |
| YTD | +74.5% | +29.1% | +45.4% | +53.2% |
| 1Y | +159.4% | +50.2% | +109.2% | +111.1% |
| 3Y | +361.6% | +351.0% | +10.5% | +111.5% |
| 5Y | +425.2% | +394.7% | +30.6% | +120.3% |
| All | +3,549.0% | +357.1% | +3,192.0% | +1,466.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling