+7,025.7%
LRCX vs SFM
+132.6%
+6,893.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.3% | +4.7% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | +0.1% | -4.4% | +4.4% | +0.6% |
| 3M | -8.5% | +1.5% | -10.0% | -9.2% |
| 6M | +38.1% | +6.5% | +31.6% | +35.0% |
| YTD | +80.1% | +2.2% | +77.9% | +76.6% |
| 1Y | +208.1% | -41.9% | +249.9% | +229.7% |
| 3Y | +350.2% | +106.8% | +243.5% | +280.2% |
| 5Y | +430.7% | +231.6% | +199.1% | +302.9% |
| 10Y | +3,633.2% | +258.4% | +3,374.8% | +2,538.4% |
| All | +7,025.7% | +132.6% | +6,893.1% | +5,525.2% |
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 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