+213,159.3%
LRCX vs SAN
+1,735.1%
+211,424.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.0% | -3.7% |
| 7D | +12.7% | +4.0% | +8.7% | +10.8% |
| 30D | -21.3% | -7.8% | -13.4% | -18.7% |
| 3M | -32.9% | -16.4% | -16.5% | -27.8% |
| 6M | -23.4% | +3.5% | -26.9% | -24.9% |
| YTD | +32.4% | +6.7% | +25.7% | +28.1% |
| 1Y | +48.0% | +14.5% | +33.5% | +38.8% |
| 3Y | +243.9% | +243.5% | +0.4% | +93.2% |
| 5Y | +280.6% | +296.2% | -15.6% | +94.9% |
| 10Y | +2,547.5% | +268.5% | +2,279.0% | +1,212.4% |
| All | +213,159.3% | +1,735.1% | +211,424.1% | +48,573.8% |
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