+255.9%
LRCX vs SN
+425.1%
-169.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | +0.4% |
| 7D | +26.2% | +1.4% | +24.8% | +25.7% |
| 30D | -22.4% | +16.6% | -39.0% | -27.5% |
| 3M | -28.2% | +18.3% | -46.5% | -33.7% |
| 6M | -19.0% | +103.1% | -122.1% | -42.0% |
| YTD | +37.0% | +96.7% | -59.8% | -0.7% |
| 1Y | +45.5% | +134.3% | -88.8% | -2.0% |
| All | +255.9% | +425.1% | -169.2% | +85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling