+159.3%
LRCX vs SFM
-46.5%
+205.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -5.8% |
| 7D | +1.8% | -8.8% | +10.6% | +0.9% |
| 30D | -4.3% | -14.5% | +10.2% | -5.8% |
| 3M | -7.3% | -16.8% | +9.5% | -9.1% |
| 6M | +38.6% | -5.3% | +43.9% | +38.0% |
| YTD | +74.4% | -9.4% | +83.8% | +74.4% |
| All | +159.3% | -46.5% | +205.7% | +143.9% |
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