+243.9%
LRCX vs SHW
+41.3%
+202.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | +12.7% | +1.9% | +10.8% | +11.9% |
| 30D | -21.3% | +8.1% | -29.3% | -24.4% |
| 3M | -32.9% | -2.8% | -30.1% | -32.1% |
| 6M | -23.4% | +15.0% | -38.4% | -30.7% |
| YTD | +32.4% | +9.0% | +23.4% | +23.7% |
| 1Y | +48.0% | +4.5% | +43.6% | +41.8% |
| 3Y | +243.9% | +41.9% | +202.1% | +174.5% |
| All | +243.9% | +41.3% | +202.7% | +174.5% |
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