+42.8%
LRCX vs SFM
-35.8%
+78.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.6% | -7.7% | -3.3% |
| 7D | -12.8% | -12.3% | -0.5% | -13.8% |
| 30D | -36.0% | -16.2% | -19.8% | -37.2% |
| 3M | -30.2% | -36.8% | +6.6% | -34.8% |
| 6M | -14.2% | -32.6% | +18.4% | -18.2% |
| YTD | +29.7% | -31.7% | +61.5% | +24.8% |
| 1Y | +42.8% | -35.0% | +77.8% | +36.9% |
| All | +42.8% | -35.8% | +78.6% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling