+179.1%
LRCX vs SPGI
-20.0%
+199.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.9% | -3.7% | -6.4% |
| 7D | +1.8% | -8.9% | +10.7% | -1.8% |
| 30D | -4.3% | +0.6% | -5.0% | -3.9% |
| 3M | -7.3% | +2.0% | -9.3% | -5.2% |
| 6M | +38.6% | +0.1% | +38.5% | +42.3% |
| YTD | +74.4% | -16.4% | +90.8% | +80.7% |
| 1Y | +179.1% | -18.9% | +198.0% | +191.0% |
| All | +179.1% | -20.0% | +199.2% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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