+11,217.9%
LRCX vs SGI
+2,083.6%
+9,134.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +5.0% |
| 7D | +1.9% | +8.5% | -6.6% | -0.6% |
| 30D | +0.1% | +0.7% | -0.6% | -0.5% |
| 3M | -8.5% | +0.6% | -9.1% | -8.9% |
| 6M | +38.1% | -17.9% | +56.0% | +45.8% |
| YTD | +80.1% | -21.2% | +101.2% | +91.7% |
| 1Y | +208.1% | -18.9% | +226.9% | +224.2% |
| 3Y | +350.2% | +52.6% | +297.6% | +291.6% |
| 5Y | +430.7% | +60.7% | +370.0% | +346.3% |
| 10Y | +3,633.2% | +278.1% | +3,355.1% | +2,143.6% |
| All | +11,217.9% | +2,083.6% | +9,134.3% | +3,204.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling