+61,417.2%
LRCX vs SM
+1,434.4%
+59,982.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.2% | -3.3% |
| 7D | +12.7% | +9.4% | +3.3% | +11.0% |
| 30D | -21.3% | -14.4% | -6.9% | -19.3% |
| 3M | -32.9% | +1.6% | -34.4% | -33.5% |
| 6M | -23.4% | +6.3% | -29.7% | -25.6% |
| YTD | +32.4% | +78.8% | -46.4% | +15.6% |
| 1Y | +48.0% | +83.1% | -35.1% | +28.4% |
| 3Y | +243.9% | -5.9% | +249.8% | +227.5% |
| 5Y | +280.6% | +4.8% | +275.8% | +243.6% |
| 10Y | +2,547.5% | +17.5% | +2,530.0% | +1,512.0% |
| All | +61,417.2% | +1,434.4% | +59,982.8% | +19,642.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling