+3,549.0%
LRCX vs SFM
+271.4%
+3,277.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -3.1% | -10.6% | +7.5% | -1.7% |
| 30D | -8.6% | -15.5% | +6.9% | -6.7% |
| 3M | -17.7% | -17.4% | -0.2% | -16.0% |
| 6M | +36.4% | -3.4% | +39.8% | +35.3% |
| YTD | +74.5% | -8.7% | +83.2% | +73.8% |
| 1Y | +159.4% | -47.2% | +206.6% | +180.6% |
| 3Y | +361.6% | +82.7% | +278.9% | +298.6% |
| 5Y | +425.2% | +214.3% | +210.9% | +304.1% |
| All | +3,549.0% | +271.4% | +3,277.6% | +2,406.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling