+388.9%
LRCX vs SM
-1.2%
+390.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +9.5% | -0.2% | +9.8% | +9.6% |
| 30D | +3.1% | +20.3% | -17.2% | +0.8% |
| 3M | -3.4% | +22.9% | -26.3% | -6.2% |
| 6M | +49.7% | +47.8% | +1.9% | +37.3% |
| YTD | +84.9% | +107.5% | -22.6% | +54.5% |
| 1Y | +200.8% | +51.7% | +149.1% | +173.0% |
| All | +388.9% | -1.2% | +390.1% | +364.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling