+388.9%
LRCX vs SPGI
+16.0%
+372.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.1% | -1.1% |
| 7D | +9.5% | -3.1% | +12.6% | +9.9% |
| 30D | +3.1% | +2.0% | +1.0% | +2.5% |
| 3M | -3.4% | +4.3% | -7.7% | -5.2% |
| 6M | +49.7% | -0.2% | +49.9% | +48.9% |
| YTD | +84.9% | -14.8% | +99.7% | +98.3% |
| 1Y | +200.8% | -18.5% | +219.4% | +232.1% |
| All | +388.9% | +16.0% | +372.9% | +320.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling