+208.1%
LRCX vs SAP
-19.8%
+227.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +4.9% |
| 7D | +1.9% | -2.9% | +4.8% | +1.0% |
| 30D | +0.1% | +9.0% | -8.9% | +2.7% |
| 3M | -8.5% | +14.9% | -23.4% | +1.4% |
| 6M | +38.1% | +11.9% | +26.2% | +53.2% |
| YTD | +80.1% | -9.9% | +90.0% | +108.0% |
| 1Y | +208.1% | -19.5% | +227.6% | +277.3% |
| All | +208.1% | -19.8% | +227.9% | +277.3% |
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