+277.1%
LRCX vs SGI
+41.4%
+235.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | +12.7% | -5.3% | +18.0% | +15.6% |
| 30D | -21.3% | -2.1% | -19.2% | -21.6% |
| 3M | -32.9% | -8.2% | -24.7% | -31.5% |
| 6M | -23.4% | -4.6% | -18.8% | -23.5% |
| YTD | +32.4% | -31.5% | +63.8% | +54.5% |
| 1Y | +48.0% | -30.8% | +78.9% | +71.9% |
| 3Y | +243.9% | +67.2% | +176.7% | +146.7% |
| All | +277.1% | +41.4% | +235.7% | +168.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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