+361.3%
LRCX vs SHW
+19.9%
+341.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.1% |
| 7D | +1.8% | -4.5% | +6.3% | +4.3% |
| 30D | -4.3% | -12.7% | +8.4% | +2.6% |
| 3M | -7.3% | +4.7% | -12.0% | -11.7% |
| 6M | +38.6% | -3.4% | +42.0% | +38.8% |
| YTD | +74.4% | -1.3% | +75.8% | +72.1% |
| 1Y | +179.1% | -10.4% | +189.5% | +190.7% |
| All | +361.3% | +19.9% | +341.4% | +311.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling