+24,550.1%
LRCX vs SCCO
+33,197.0%
-8,646.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -7.2% | +1.6% | -2.7% |
| 7D | +1.8% | -2.7% | +4.5% | +3.0% |
| 30D | -4.3% | -0.2% | -4.1% | -4.5% |
| 3M | -7.3% | +17.8% | -25.1% | -13.1% |
| 6M | +38.6% | +2.3% | +36.3% | +37.6% |
| YTD | +74.4% | +41.6% | +32.8% | +51.4% |
| 1Y | +179.1% | +101.9% | +77.2% | +110.2% |
| 3Y | +357.7% | +186.2% | +171.5% | +195.2% |
| 5Y | +424.9% | +309.7% | +115.2% | +187.2% |
| 10Y | +3,642.4% | +1,094.2% | +2,548.1% | +1,231.6% |
| All | +24,550.1% | +33,197.0% | -8,646.9% | +2,305.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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