+4,232.1%
LRCX vs SHOP
+7,475.9%
-3,243.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.4% |
| 7D | -3.1% | -11.2% | +8.2% | +0.1% |
| 30D | -8.6% | -14.4% | +5.8% | -4.7% |
| 3M | -17.7% | +16.6% | -34.3% | -23.2% |
| 6M | +36.4% | -0.6% | +36.9% | +30.9% |
| YTD | +74.5% | -20.0% | +94.5% | +77.2% |
| 1Y | +159.4% | -11.2% | +170.6% | +154.8% |
| 3Y | +361.6% | +99.5% | +262.1% | +235.0% |
| 5Y | +425.2% | -13.2% | +438.5% | +325.8% |
| 10Y | +3,645.0% | +3,038.2% | +606.8% | +1,352.3% |
| All | +4,232.1% | +7,475.9% | -3,243.7% | +1,523.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 SHOP 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