+302,042.4%
LRCX vs SAN
+2,106.1%
+299,936.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.4% |
| 7D | +10.4% | +3.3% | +7.1% | +8.7% |
| 30D | +2.9% | +1.1% | +1.8% | +2.3% |
| 3M | -1.2% | +22.2% | -23.4% | -9.6% |
| 6M | +60.9% | +36.0% | +24.8% | +40.8% |
| YTD | +87.5% | +28.2% | +59.3% | +68.2% |
| 1Y | +206.6% | +54.1% | +152.5% | +153.3% |
| 3Y | +392.1% | +354.2% | +37.8% | +144.8% |
| 5Y | +478.4% | +387.3% | +91.1% | +170.7% |
| 10Y | +3,821.0% | +334.8% | +3,486.2% | +1,709.2% |
| All | +302,042.4% | +2,106.1% | +299,936.3% | +63,817.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling