-23.4%
LRCX vs SFM
-40.5%
+17.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.2% |
| 7D | +12.7% | +6.0% | +6.7% | +13.6% |
| 30D | -21.3% | -19.5% | -1.8% | -23.1% |
| 3M | -32.9% | -37.0% | +4.1% | -36.2% |
| 6M | -23.4% | -41.0% | +17.6% | -28.6% |
| All | -23.4% | -40.5% | +17.1% | -28.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling