+277.1%
LRCX vs SO
+79.0%
+198.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.2% | -4.6% | -3.2% |
| 7D | +12.7% | +1.4% | +11.4% | +12.9% |
| 30D | -21.3% | +4.7% | -26.0% | -20.6% |
| 3M | -32.9% | +1.7% | -34.6% | -32.5% |
| 6M | -23.4% | +2.2% | -25.5% | -23.0% |
| YTD | +32.4% | +10.0% | +22.4% | +33.2% |
| 1Y | +48.0% | +6.0% | +42.0% | +48.9% |
| 3Y | +243.9% | +54.1% | +189.8% | +219.2% |
| All | +277.1% | +79.0% | +198.1% | +254.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling