+208.1%
LRCX vs SARO
-7.4%
+215.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +4.7% |
| 7D | +1.9% | -0.8% | +2.7% | +2.4% |
| 30D | +0.1% | -20.0% | +20.1% | +12.9% |
| 3M | -8.5% | -2.9% | -5.6% | -8.1% |
| 6M | +38.1% | -17.7% | +55.7% | +52.0% |
| YTD | +80.1% | -13.5% | +93.6% | +88.7% |
| 1Y | +208.1% | -9.7% | +217.8% | +209.8% |
| All | +208.1% | -7.4% | +215.4% | +209.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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