+42.8%
LRCX vs SM
+70.4%
-27.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -15.3% | +11.3% | -7.7% |
| 7D | -12.8% | -21.5% | +8.7% | -17.8% |
| 30D | -36.0% | -11.4% | -24.6% | -37.3% |
| 3M | -30.2% | +0.6% | -30.9% | -28.3% |
| 6M | -14.2% | +0.2% | -14.5% | -9.3% |
| YTD | +29.7% | +69.7% | -39.9% | +58.9% |
| 1Y | +42.8% | +71.6% | -28.8% | +78.0% |
| All | +42.8% | +70.4% | -27.6% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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