+3,549.0%
LRCX vs SBAC
+87.1%
+3,461.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.2% | -0.6% |
| 7D | -3.1% | -2.1% | -1.0% | -2.4% |
| 30D | -8.6% | +2.0% | -10.6% | -9.2% |
| 3M | -17.7% | -8.3% | -9.4% | -16.1% |
| 6M | +36.4% | +0.3% | +36.0% | +32.6% |
| YTD | +74.5% | -2.2% | +76.8% | +70.4% |
| 1Y | +159.4% | -4.6% | +164.1% | +155.0% |
| 3Y | +361.6% | -8.3% | +369.9% | +334.7% |
| 5Y | +425.2% | -42.8% | +468.1% | +524.2% |
| All | +3,549.0% | +87.1% | +3,461.9% | +2,568.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling