-20.2%
LRCX vs SPGI
+20.7%
-40.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.7% | +6.4% |
| 7D | +6.5% | -1.4% | +7.9% | +4.7% |
| 30D | -23.8% | +15.3% | -39.1% | -11.8% |
| 3M | -24.2% | +16.5% | -40.7% | -10.2% |
| 6M | -20.2% | +19.8% | -40.0% | +3.7% |
| All | -20.2% | +20.7% | -40.9% | +3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling