+213,159.3%
LRCX vs SPGI
+15,052.7%
+198,106.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.4% | -4.0% |
| 7D | +12.7% | +1.2% | +11.5% | +12.0% |
| 30D | -21.3% | +15.9% | -37.2% | -28.0% |
| 3M | -32.9% | +12.3% | -45.2% | -38.1% |
| 6M | -23.4% | +23.7% | -47.1% | -35.2% |
| YTD | +32.4% | -3.5% | +35.9% | +26.8% |
| 1Y | +48.0% | +0.4% | +47.6% | +38.2% |
| 3Y | +243.9% | +29.9% | +214.0% | +173.0% |
| 5Y | +280.6% | +15.2% | +265.4% | +225.7% |
| 10Y | +2,547.5% | +337.2% | +2,210.3% | +984.6% |
| All | +213,159.3% | +15,052.7% | +198,106.6% | +7,537.7% |
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 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