+395.9%
LRCX vs SO
+45.5%
+350.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.6% |
| 7D | +10.4% | +1.0% | +9.4% | +11.0% |
| 30D | +2.9% | -3.2% | +6.1% | +1.2% |
| 3M | -1.2% | -1.7% | +0.5% | -1.9% |
| 6M | +60.9% | -7.2% | +68.1% | +56.5% |
| YTD | +87.5% | +4.6% | +83.0% | +91.6% |
| 1Y | +206.6% | +1.2% | +205.4% | +209.4% |
| All | +395.9% | +45.5% | +350.5% | +442.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling