+424.9%
LRCX vs SPG
+103.4%
+321.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.7% |
| 7D | +1.8% | -2.2% | +4.0% | +3.2% |
| 30D | -4.3% | -5.8% | +1.5% | -0.9% |
| 3M | -7.3% | -2.8% | -4.5% | -7.1% |
| 6M | +38.6% | +8.9% | +29.7% | +28.6% |
| YTD | +74.4% | +14.3% | +60.1% | +56.4% |
| 1Y | +179.1% | +19.5% | +159.6% | +141.7% |
| 3Y | +357.7% | +106.9% | +250.8% | +164.9% |
| 5Y | +424.9% | +108.7% | +316.1% | +185.7% |
| All | +424.9% | +103.4% | +321.5% | +185.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling