+361.3%
LRCX vs SMTC
+546.3%
-185.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.9% | -2.7% | -4.5% |
| 7D | +1.8% | +17.5% | -15.7% | -4.3% |
| 30D | -4.3% | +21.3% | -25.6% | -11.8% |
| 3M | -7.3% | +3.1% | -10.5% | -9.1% |
| 6M | +38.6% | +81.7% | -43.1% | +11.4% |
| YTD | +74.4% | +115.9% | -41.5% | +33.2% |
| 1Y | +179.1% | +157.8% | +21.3% | +101.3% |
| All | +361.3% | +546.3% | -185.1% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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