+8,220.0%
LRCX vs SGI
+1,798.9%
+6,421.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | +12.7% | -5.3% | +18.0% | +14.5% |
| 30D | -21.3% | -2.1% | -19.2% | -21.4% |
| 3M | -32.9% | -8.2% | -24.7% | -32.0% |
| 6M | -23.4% | -4.6% | -18.8% | -23.2% |
| YTD | +32.4% | -31.5% | +63.8% | +45.5% |
| 1Y | +48.0% | -30.8% | +78.9% | +62.3% |
| 3Y | +243.9% | +67.2% | +176.7% | +190.5% |
| 5Y | +280.6% | +42.5% | +238.1% | +229.1% |
| 10Y | +2,547.5% | +321.9% | +2,225.7% | +1,465.4% |
| All | +8,220.0% | +1,798.9% | +6,421.2% | +2,408.2% |
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