+28,589.6%
LRCX vs SPG
+5,922.7%
+22,666.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | +12.7% | +2.0% | +10.7% | +11.9% |
| 30D | -21.3% | +17.2% | -38.5% | -26.4% |
| 3M | -32.9% | +6.3% | -39.2% | -34.8% |
| 6M | -23.4% | +18.7% | -42.1% | -29.4% |
| YTD | +32.4% | +30.1% | +2.3% | +17.3% |
| 1Y | +48.0% | +32.8% | +15.3% | +30.0% |
| 3Y | +243.9% | +133.6% | +110.4% | +138.6% |
| 5Y | +280.6% | +84.4% | +196.2% | +189.9% |
| 10Y | +2,547.5% | +114.3% | +2,433.2% | +1,551.3% |
| All | +28,589.6% | +5,922.7% | +22,666.9% | +3,788.5% |
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