+9,428.4%
LRCX vs SIMO
+2,312.3%
+7,116.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.2% |
| 7D | +26.2% | +14.9% | +11.4% | +21.0% |
| 30D | -22.4% | -27.0% | +4.6% | -14.1% |
| 3M | -28.2% | -25.4% | -2.9% | -21.8% |
| 6M | -19.0% | -30.3% | +11.2% | -9.7% |
| YTD | +37.0% | +95.8% | -58.8% | +7.3% |
| 1Y | +45.5% | +100.0% | -54.5% | +13.4% |
| 3Y | +249.7% | +238.3% | +11.4% | +134.8% |
| 5Y | +293.9% | +187.6% | +106.3% | +166.8% |
| 10Y | +2,639.6% | +422.5% | +2,217.1% | +1,456.1% |
| All | +9,428.4% | +2,312.3% | +7,116.1% | +2,617.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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