+42.8%
LRCX vs SPYG
+10.8%
+32.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -7.1% |
| 7D | -12.8% | -2.8% | -10.0% | -6.6% |
| 30D | -36.0% | -6.2% | -29.8% | -24.6% |
| 3M | -30.2% | -3.6% | -26.6% | -22.9% |
| 6M | -14.2% | +4.8% | -19.0% | -19.7% |
| YTD | +29.7% | +11.0% | +18.8% | +10.3% |
| 1Y | +42.8% | +11.2% | +31.6% | +21.2% |
| All | +42.8% | +10.8% | +32.0% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling