+351.6%
LRCX vs SN
+476.8%
-125.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.3% |
| 7D | +9.5% | -3.4% | +12.9% | +10.9% |
| 30D | +3.1% | -9.1% | +12.1% | +6.5% |
| 3M | -3.4% | +31.8% | -35.2% | -12.8% |
| 6M | +49.7% | +52.0% | -2.3% | +28.2% |
| YTD | +84.9% | +51.3% | +33.6% | +58.5% |
| 1Y | +200.8% | +46.9% | +154.0% | +158.6% |
| 3Y | +385.1% | +394.9% | -9.9% | +264.5% |
| All | +351.6% | +476.8% | -125.2% | +238.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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