+388.9%
LRCX vs SPG
+106.5%
+282.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.3% |
| 7D | +9.5% | -1.7% | +11.2% | +10.4% |
| 30D | +3.1% | -6.3% | +9.3% | +6.2% |
| 3M | -3.4% | -2.4% | -1.0% | -3.9% |
| 6M | +49.7% | +9.6% | +40.1% | +39.0% |
| YTD | +84.9% | +14.2% | +70.7% | +67.4% |
| 1Y | +200.8% | +19.3% | +181.5% | +164.2% |
| All | +388.9% | +106.5% | +282.4% | +208.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling