+222,561.2%
LRCX vs SPGI
+15,101.4%
+207,459.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.7% | +5.9% |
| 7D | +6.5% | -1.4% | +7.9% | +7.6% |
| 30D | -23.8% | +15.3% | -39.1% | -30.1% |
| 3M | -24.2% | +16.5% | -40.7% | -31.5% |
| 6M | -20.2% | +19.8% | -40.0% | -31.2% |
| YTD | +38.2% | -3.2% | +41.4% | +32.2% |
| 1Y | +48.9% | +1.8% | +47.1% | +37.8% |
| 3Y | +252.8% | +30.6% | +222.2% | +179.2% |
| 5Y | +304.3% | +16.0% | +288.3% | +244.6% |
| 10Y | +2,664.2% | +338.6% | +2,325.6% | +1,030.7% |
| All | +222,561.2% | +15,101.4% | +207,459.8% | +7,862.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling