+3,549.0%
LRCX vs SO
+159.0%
+3,390.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.3% |
| 7D | -3.1% | -1.1% | -2.0% | -2.7% |
| 30D | -8.6% | -5.0% | -3.5% | -7.1% |
| 3M | -17.7% | -5.8% | -11.9% | -16.6% |
| 6M | +36.4% | -7.9% | +44.3% | +38.8% |
| YTD | +74.5% | +2.4% | +72.1% | +70.6% |
| 1Y | +159.4% | -2.3% | +161.7% | +157.0% |
| 3Y | +361.6% | +41.9% | +319.7% | +274.6% |
| 5Y | +425.2% | +58.1% | +367.2% | +294.6% |
| All | +3,549.0% | +159.0% | +3,390.1% | +2,262.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling