+159.4%
LRCX vs SAP
-19.0%
+178.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -3.1% | -4.1% | +1.0% | -4.1% |
| 30D | -8.6% | +1.1% | -9.6% | -8.1% |
| 3M | -17.7% | +26.1% | -43.8% | -10.3% |
| 6M | +36.4% | +9.8% | +26.6% | +49.6% |
| YTD | +74.5% | -13.6% | +88.1% | +100.7% |
| 1Y | +159.4% | -18.7% | +178.1% | +213.9% |
| All | +159.4% | -19.0% | +178.4% | +213.9% |
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