+416.0%
LRCX vs SITM
+187.3%
+228.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.5% | -2.1% |
| 7D | -3.1% | +3.9% | -6.9% | -4.6% |
| 30D | -8.6% | -6.6% | -2.0% | -6.5% |
| 3M | -17.7% | -11.9% | -5.8% | -14.8% |
| 6M | +36.4% | +81.1% | -44.8% | +5.0% |
| YTD | +74.5% | +80.0% | -5.4% | +32.9% |
| 1Y | +159.4% | +145.8% | +13.6% | +71.5% |
| 3Y | +361.6% | +475.9% | -114.3% | +92.4% |
| All | +416.0% | +187.3% | +228.8% | +131.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling