+243.9%
LRCX vs SPGI
+30.0%
+213.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.4% | -3.4% |
| 7D | +12.7% | +1.2% | +11.5% | +12.6% |
| 30D | -21.3% | +15.9% | -37.2% | -22.0% |
| 3M | -32.9% | +12.3% | -45.2% | -33.4% |
| 6M | -23.4% | +23.7% | -47.1% | -26.6% |
| YTD | +32.4% | -3.5% | +35.9% | +41.3% |
| 1Y | +48.0% | +0.4% | +47.6% | +53.9% |
| 3Y | +243.9% | +29.9% | +214.0% | +171.8% |
| All | +243.9% | +30.0% | +213.9% | +171.8% |
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