+460.5%
LRCX vs SAP
+55.3%
+405.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.9% |
| 7D | +9.5% | -0.3% | +9.8% | +9.6% |
| 30D | +3.1% | +0.3% | +2.8% | +2.6% |
| 3M | -3.4% | +16.9% | -20.3% | -12.7% |
| 6M | +49.7% | +6.3% | +43.4% | +41.4% |
| YTD | +84.9% | -12.4% | +97.3% | +95.2% |
| 1Y | +200.8% | -21.6% | +222.5% | +247.4% |
| 3Y | +385.1% | +54.8% | +330.3% | +203.6% |
| 5Y | +460.5% | +56.2% | +404.3% | +225.4% |
| All | +460.5% | +55.3% | +405.2% | +225.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling