+3,549.0%
LRCX vs SPY
+322.5%
+3,226.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -1.4% |
| 7D | -3.1% | -0.8% | -2.3% | -1.7% |
| 30D | -8.6% | -1.1% | -7.5% | -6.8% |
| 3M | -17.7% | +3.9% | -21.5% | -21.9% |
| 6M | +36.4% | +13.6% | +22.7% | +12.6% |
| YTD | +74.5% | +12.7% | +61.9% | +47.5% |
| 1Y | +159.4% | +17.5% | +141.9% | +106.5% |
| 3Y | +361.6% | +76.9% | +284.7% | +94.4% |
| 5Y | +425.2% | +83.6% | +341.7% | +118.5% |
| All | +3,549.0% | +322.5% | +3,226.6% | +341.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling