+271.5%
LRCX vs SARO
-22.5%
+294.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.8% |
| 7D | -3.1% | -3.1% | 0.0% | -1.5% |
| 30D | -8.6% | -12.2% | +3.7% | -2.5% |
| 3M | -17.7% | -7.4% | -10.3% | -15.0% |
| 6M | +36.4% | -15.3% | +51.6% | +45.6% |
| YTD | +74.5% | -16.2% | +90.7% | +87.1% |
| 1Y | +159.4% | -12.1% | +171.6% | +170.9% |
| All | +271.5% | -22.5% | +294.0% | +247.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling