+521.5%
LRCX vs SMR
+11.2%
+510.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +15.3% | -11.1% | +2.1% |
| 7D | +10.4% | +21.4% | -11.0% | +7.5% |
| 30D | +2.9% | +13.8% | -10.9% | +0.8% |
| 3M | -1.2% | +3.9% | -5.1% | -2.2% |
| 6M | +60.9% | -4.2% | +65.1% | +59.5% |
| YTD | +87.5% | -21.1% | +108.6% | +89.0% |
| 1Y | +206.6% | -67.1% | +273.7% | +231.8% |
| 3Y | +392.1% | +88.9% | +303.2% | +340.9% |
| All | +521.5% | +11.2% | +510.3% | +487.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling