+478.5%
LRCX vs SMR
-14.3%
+492.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -15.7% | +15.7% | +2.2% |
| 7D | -3.1% | -11.2% | +8.2% | -1.8% |
| 30D | -8.6% | -10.2% | +1.7% | -7.6% |
| 3M | -17.7% | -10.0% | -7.6% | -17.0% |
| 6M | +36.4% | -30.5% | +66.8% | +40.6% |
| YTD | +74.5% | -39.2% | +113.8% | +81.8% |
| 1Y | +159.4% | -75.5% | +235.0% | +191.1% |
| 3Y | +361.6% | +45.4% | +316.1% | +327.4% |
| All | +478.5% | -14.3% | +492.8% | +465.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 10y: compounded portfolio wealth divided by compounded SMR 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…
10y analysis · Full analysis span regression · 6 months rolling