+42.8%
LRCX vs SAP
-5.6%
+48.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.2% | -8.3% | -2.3% |
| 7D | -12.8% | +1.3% | -14.1% | -12.2% |
| 30D | -36.0% | +15.5% | -51.5% | -32.2% |
| 3M | -30.2% | +22.8% | -53.0% | -24.2% |
| 6M | -14.2% | +42.5% | -56.7% | +1.0% |
| YTD | +29.7% | +0.5% | +29.2% | +58.1% |
| 1Y | +42.8% | -5.9% | +48.7% | +90.1% |
| All | +42.8% | -5.6% | +48.4% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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