+49.7%
LRCX vs SPXS
-33.3%
+82.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.9% | +0.2% |
| 7D | +9.5% | +1.2% | +8.3% | +10.9% |
| 30D | +3.1% | +5.2% | -2.1% | +9.3% |
| 3M | -3.4% | -9.2% | +5.8% | -9.7% |
| 6M | +49.7% | -29.6% | +79.3% | +17.7% |
| All | +49.7% | -33.3% | +82.9% | +17.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling