+1,012.9%
LRCX vs SNOW
+36.9%
+976.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.3% |
| 7D | +10.4% | +4.9% | +5.5% | +8.6% |
| 30D | +2.9% | +1.5% | +1.4% | +2.0% |
| 3M | -1.2% | +39.5% | -40.7% | -9.8% |
| 6M | +60.9% | +85.9% | -25.0% | +31.2% |
| YTD | +87.5% | +52.9% | +34.6% | +60.8% |
| 1Y | +206.6% | +48.1% | +158.5% | +165.0% |
| 3Y | +392.1% | +102.2% | +289.9% | +267.0% |
| 5Y | +478.4% | +5.5% | +473.0% | +360.3% |
| All | +1,012.9% | +36.9% | +976.0% | +723.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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