+339.9%
LRCX vs SN
+490.7%
-150.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.2% | +5.5% |
| 7D | +1.9% | -9.3% | +11.2% | +5.4% |
| 30D | +0.1% | -4.8% | +4.9% | +1.7% |
| 3M | -8.5% | +40.4% | -48.9% | -19.3% |
| 6M | +38.1% | +50.9% | -12.9% | +18.4% |
| YTD | +80.1% | +54.9% | +25.1% | +53.1% |
| 1Y | +208.1% | +43.0% | +165.0% | +166.5% |
| 3Y | +350.2% | +391.8% | -41.6% | +235.2% |
| All | +339.9% | +490.7% | -150.8% | +226.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling