+45.8%
LRCX vs SAP
+9.4%
+36.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +4.7% |
| 7D | +1.9% | -2.9% | +4.8% | +0.3% |
| 30D | +0.1% | +9.0% | -8.9% | +5.0% |
| 3M | -8.5% | +14.9% | -23.4% | +9.7% |
| All | +45.8% | +9.4% | +36.4% | +81.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling