+277.1%
LRCX vs SFM
+116.0%
+161.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.5% |
| 7D | +12.7% | +6.0% | +6.7% | +12.3% |
| 30D | -21.3% | -19.5% | -1.8% | -20.3% |
| 3M | -32.9% | -37.0% | +4.1% | -30.6% |
| 6M | -23.4% | -41.0% | +17.6% | -20.5% |
| YTD | +32.4% | -34.6% | +67.0% | +34.8% |
| 1Y | +48.0% | -36.3% | +84.3% | +51.2% |
| 3Y | +243.9% | +24.5% | +219.4% | +206.2% |
| All | +277.1% | +116.0% | +161.1% | +230.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling