+48.0%
LRCX vs SAP
-5.7%
+53.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.7% | -3.2% |
| 7D | +12.7% | +0.6% | +12.1% | +12.9% |
| 30D | -21.3% | +6.5% | -27.8% | -19.0% |
| 3M | -32.9% | +12.2% | -45.1% | -29.2% |
| 6M | -23.4% | +46.1% | -69.5% | -10.4% |
| YTD | +32.4% | -1.6% | +34.0% | +60.3% |
| 1Y | +48.0% | -5.1% | +53.1% | +88.1% |
| All | +48.0% | -5.7% | +53.7% | +88.1% |
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