+478.4%
LRCX vs SPGI
+5.8%
+472.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.2% | +7.4% | +5.7% |
| 7D | +10.4% | -2.5% | +12.9% | +11.5% |
| 30D | +2.9% | +5.4% | -2.5% | -0.2% |
| 3M | -1.2% | +9.0% | -10.2% | -8.3% |
| 6M | +60.9% | +0.8% | +60.1% | +55.3% |
| YTD | +87.5% | -12.6% | +100.1% | +97.2% |
| 1Y | +206.6% | -16.1% | +222.8% | +230.0% |
| 3Y | +392.1% | +19.0% | +373.1% | +287.2% |
| 5Y | +478.4% | +5.1% | +473.4% | +381.0% |
| All | +478.4% | +5.8% | +472.6% | +381.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling