+42.8%
LRCX vs SPG
+34.3%
+8.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.9% | -6.9% | -3.2% |
| 7D | -12.8% | +8.2% | -20.9% | -10.8% |
| 30D | -36.0% | +13.5% | -49.4% | -33.8% |
| 3M | -30.2% | +2.2% | -32.5% | -28.7% |
| 6M | -14.2% | +15.9% | -30.1% | -17.0% |
| YTD | +29.7% | +27.6% | +2.1% | +27.4% |
| 1Y | +42.8% | +30.9% | +11.9% | +43.1% |
| All | +42.8% | +34.3% | +8.5% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling