+3,549.0%
LRCX vs SAP
+176.2%
+3,372.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.1% | -4.1% | +1.0% | -0.6% |
| 30D | -8.6% | +1.1% | -9.6% | -9.4% |
| 3M | -17.7% | +26.1% | -43.8% | -31.8% |
| 6M | +36.4% | +9.8% | +26.6% | +20.9% |
| YTD | +74.5% | -13.6% | +88.1% | +78.8% |
| 1Y | +159.4% | -18.7% | +178.1% | +178.8% |
| 3Y | +361.6% | +54.1% | +307.5% | +192.0% |
| 5Y | +425.2% | +54.7% | +370.5% | +225.7% |
| All | +3,549.0% | +176.2% | +3,372.9% | +1,241.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling