+361.6%
LRCX vs SPXS
-79.6%
+441.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | -1.8% |
| 7D | -3.1% | +2.5% | -5.6% | -1.2% |
| 30D | -8.6% | +4.2% | -12.8% | -5.4% |
| 3M | -17.7% | -9.3% | -8.4% | -21.0% |
| 6M | +36.4% | -30.7% | +67.0% | +13.1% |
| YTD | +74.5% | -28.1% | +102.6% | +51.5% |
| 1Y | +159.4% | -35.1% | +194.5% | +116.4% |
| 3Y | +361.6% | -79.6% | +441.2% | +142.0% |
| All | +361.6% | -79.6% | +441.2% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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