+3,549.0%
LRCX vs SCHG
+459.0%
+3,090.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -1.2% |
| 7D | -3.1% | -1.0% | -2.0% | -1.6% |
| 30D | -8.6% | -1.3% | -7.3% | -6.9% |
| 3M | -17.7% | +5.4% | -23.1% | -23.6% |
| 6M | +36.4% | +14.4% | +21.9% | +13.6% |
| YTD | +74.5% | +8.0% | +66.5% | +58.8% |
| 1Y | +159.4% | +12.7% | +146.7% | +124.6% |
| 3Y | +361.6% | +85.6% | +276.0% | +103.5% |
| 5Y | +425.2% | +85.5% | +339.7% | +137.6% |
| All | +3,549.0% | +459.0% | +3,090.0% | +222.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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