+40,547.0%
LRCX vs SPG
+5,319.3%
+35,227.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +3.7% |
| 7D | +10.4% | 0.0% | +10.4% | +10.4% |
| 30D | +2.9% | -4.9% | +7.9% | +5.0% |
| 3M | -1.2% | +3.3% | -4.5% | -3.2% |
| 6M | +60.9% | +11.2% | +49.6% | +52.7% |
| YTD | +87.5% | +17.1% | +70.5% | +74.1% |
| 1Y | +206.6% | +21.6% | +185.1% | +179.6% |
| 3Y | +392.1% | +111.9% | +280.2% | +256.3% |
| 5Y | +478.4% | +106.9% | +371.5% | +322.6% |
| 10Y | +3,821.0% | +62.2% | +3,758.8% | +2,652.9% |
| All | +40,547.0% | +5,319.3% | +35,227.6% | +5,671.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling