+1,140.0%
LRCX vs SE
+363.8%
+776.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.7% |
| 7D | +12.7% | -0.5% | +13.2% | +12.8% |
| 30D | -21.3% | -20.9% | -0.3% | -16.0% |
| 3M | -32.9% | -38.9% | +6.0% | -23.5% |
| 6M | -23.4% | -19.4% | -4.0% | -20.3% |
| YTD | +32.4% | -40.9% | +73.3% | +48.5% |
| 1Y | +48.0% | -46.2% | +94.2% | +70.2% |
| 3Y | +243.9% | +63.7% | +180.2% | +182.5% |
| 5Y | +280.6% | -77.9% | +358.5% | +376.8% |
| All | +1,140.0% | +363.8% | +776.2% | +601.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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