+361.3%
LRCX vs SFM
+80.7%
+280.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -5.6% |
| 7D | +1.8% | -8.8% | +10.6% | +2.2% |
| 30D | -4.3% | -14.5% | +10.2% | -3.8% |
| 3M | -7.3% | -16.8% | +9.5% | -6.8% |
| 6M | +38.6% | -5.3% | +43.9% | +37.7% |
| YTD | +74.4% | -9.4% | +83.8% | +73.8% |
| 1Y | +179.1% | -46.2% | +225.3% | +200.3% |
| All | +361.3% | +80.7% | +280.6% | +322.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling