+5,138.2%
LRCX vs SFM
+48.8%
+5,089.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.5% |
| 7D | +12.7% | +6.0% | +6.7% | +11.9% |
| 30D | -21.3% | -19.5% | -1.8% | -19.6% |
| 3M | -32.9% | -37.0% | +4.1% | -29.3% |
| 6M | -23.4% | -41.0% | +17.6% | -19.0% |
| YTD | +32.4% | -34.6% | +67.0% | +36.6% |
| 1Y | +48.0% | -36.3% | +84.3% | +53.2% |
| 3Y | +243.9% | +24.5% | +219.4% | +209.2% |
| 5Y | +280.6% | +115.9% | +164.7% | +203.4% |
| 10Y | +2,547.5% | +139.5% | +2,408.0% | +1,861.9% |
| All | +5,138.2% | +48.8% | +5,089.5% | +4,250.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling