+8,964.2%
LRCX vs SIMO
+2,171.3%
+6,792.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.0% |
| 7D | -3.6% | -16.0% | +12.4% | +2.3% |
| 30D | -30.3% | -35.8% | +5.5% | -19.7% |
| 3M | -27.3% | -26.5% | -0.9% | -20.4% |
| 6M | -24.2% | -33.0% | +8.8% | -14.4% |
| YTD | +30.3% | +84.3% | -54.0% | +4.0% |
| 1Y | +34.3% | +82.0% | -47.7% | +7.8% |
| 3Y | +232.6% | +218.5% | +14.2% | +127.7% |
| 5Y | +286.2% | +175.0% | +111.2% | +165.4% |
| 10Y | +2,547.4% | +407.5% | +2,139.9% | +1,422.0% |
| All | +8,964.2% | +2,171.3% | +6,792.9% | +2,534.9% |
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