+392.1%
LRCX vs SNAP
-43.9%
+436.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.3% |
| 7D | +10.4% | +1.5% | +8.9% | +9.9% |
| 30D | +2.9% | +1.9% | +1.0% | +1.9% |
| 3M | -1.2% | -3.9% | +2.7% | -1.3% |
| 6M | +60.9% | +5.2% | +55.6% | +55.4% |
| YTD | +87.5% | -32.7% | +120.3% | +100.7% |
| 1Y | +206.6% | -24.8% | +231.4% | +218.4% |
| 3Y | +392.1% | -42.2% | +434.3% | +385.4% |
| All | +392.1% | -43.9% | +436.0% | +385.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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