+18,338.6%
LRCX vs SAP
+2,233.8%
+16,104.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.6% |
| 7D | +1.9% | -2.9% | +4.8% | +3.5% |
| 30D | +0.1% | +9.0% | -8.9% | -4.8% |
| 3M | -8.5% | +14.9% | -23.4% | -18.6% |
| 6M | +38.1% | +11.9% | +26.2% | +22.1% |
| YTD | +80.1% | -9.9% | +90.0% | +76.0% |
| 1Y | +208.1% | -19.5% | +227.6% | +220.7% |
| 3Y | +350.2% | +61.8% | +288.4% | +215.7% |
| 5Y | +430.7% | +56.2% | +374.5% | +282.6% |
| 10Y | +3,633.2% | +180.6% | +3,452.6% | +1,856.3% |
| All | +18,338.6% | +2,233.8% | +16,104.9% | +4,832.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling