+208.1%
LRCX vs SITM
+174.8%
+33.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.5% | -1.4% | +2.5% |
| 7D | +1.9% | +9.7% | -7.8% | -1.9% |
| 30D | +0.1% | +12.7% | -12.6% | -6.6% |
| 3M | -8.5% | -13.4% | +4.9% | -4.6% |
| 6M | +38.1% | +59.6% | -21.6% | +12.7% |
| YTD | +80.1% | +73.3% | +6.8% | +42.4% |
| 1Y | +208.1% | +165.5% | +42.5% | +124.5% |
| All | +208.1% | +174.8% | +33.3% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling