+3,549.0%
LRCX vs SHW
+288.7%
+3,260.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.8% | -1.2% |
| 7D | -3.1% | -3.1% | +0.1% | -1.1% |
| 30D | -8.6% | -10.0% | +1.5% | -2.2% |
| 3M | -17.7% | +2.3% | -19.9% | -20.7% |
| 6M | +36.4% | +0.7% | +35.7% | +33.0% |
| YTD | +74.5% | +0.5% | +74.1% | +70.2% |
| 1Y | +159.4% | -11.5% | +170.9% | +174.3% |
| 3Y | +361.6% | +21.3% | +340.3% | +285.3% |
| 5Y | +425.2% | +12.5% | +412.7% | +349.6% |
| All | +3,549.0% | +288.7% | +3,260.3% | +1,475.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 10y: compounded portfolio wealth divided by compounded SHW 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…
10y analysis · Full analysis span regression · 6 months rolling