+179.1%
LRCX vs SPG
+19.7%
+159.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | +1.8% | -2.2% | +4.0% | +1.7% |
| 30D | -4.3% | -5.8% | +1.5% | -4.7% |
| 3M | -7.3% | -2.8% | -4.5% | -10.1% |
| 6M | +38.6% | +8.9% | +29.7% | +29.6% |
| YTD | +74.4% | +14.3% | +60.1% | +65.6% |
| 1Y | +179.1% | +19.5% | +159.6% | +166.9% |
| All | +179.1% | +19.7% | +159.4% | +166.9% |
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