+424.9%
LRCX vs SGI
+45.9%
+379.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.1% | -2.5% | -4.1% |
| 7D | +1.8% | -4.9% | +6.7% | +4.5% |
| 30D | -4.3% | +1.6% | -5.9% | -5.5% |
| 3M | -7.3% | -3.2% | -4.2% | -6.4% |
| 6M | +38.6% | -16.0% | +54.6% | +49.8% |
| YTD | +74.4% | -25.4% | +99.8% | +98.6% |
| 1Y | +179.1% | -21.6% | +200.7% | +207.8% |
| 3Y | +357.7% | +52.9% | +304.8% | +249.3% |
| 5Y | +424.9% | +47.5% | +377.4% | +266.5% |
| All | +424.9% | +45.9% | +379.0% | +266.5% |
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