+243.9%
LRCX vs SBAC
-6.5%
+250.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.9% | -3.1% |
| 7D | +12.7% | +0.6% | +12.1% | +12.9% |
| 30D | -21.3% | +5.5% | -26.7% | -20.2% |
| 3M | -32.9% | +3.1% | -36.0% | -32.1% |
| 6M | -23.4% | -7.0% | -16.4% | -22.9% |
| YTD | +32.4% | +0.5% | +31.9% | +35.1% |
| 1Y | +48.0% | +0.2% | +47.8% | +51.1% |
| 3Y | +243.9% | -7.4% | +251.3% | +252.4% |
| All | +243.9% | -6.5% | +250.5% | +252.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling