+243.9%
LRCX vs SPOT
+260.4%
-16.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.4% | -5.7% | -3.5% |
| 7D | +12.7% | +1.6% | +11.1% | +12.6% |
| 30D | -21.3% | +16.9% | -38.2% | -22.4% |
| 3M | -32.9% | +23.0% | -55.9% | -34.7% |
| 6M | -23.4% | +42.2% | -65.6% | -28.4% |
| YTD | +32.4% | +5.5% | +26.9% | +31.8% |
| 1Y | +48.0% | -5.1% | +53.1% | +52.3% |
| 3Y | +243.9% | +257.9% | -14.0% | +155.0% |
| All | +243.9% | +260.4% | -16.4% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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