+358.1%
LRCX vs SN
+496.6%
-138.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.1% | +3.8% |
| 7D | +10.4% | +0.1% | +10.3% | +10.4% |
| 30D | +2.9% | -5.6% | +8.5% | +4.9% |
| 3M | -1.2% | +48.1% | -49.2% | -14.5% |
| 6M | +60.9% | +57.6% | +3.2% | +36.0% |
| YTD | +87.5% | +56.5% | +31.0% | +58.9% |
| 1Y | +206.6% | +52.6% | +154.1% | +160.2% |
| 3Y | +392.1% | +412.0% | -19.9% | +265.4% |
| All | +358.1% | +496.6% | -138.5% | +238.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling