+16,263.9%
LRCX vs SPYG
+559.2%
+15,704.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -0.9% |
| 7D | +9.5% | +0.3% | +9.2% | +9.0% |
| 30D | +3.1% | -1.7% | +4.8% | +5.6% |
| 3M | -3.4% | +3.6% | -7.0% | -6.0% |
| 6M | +49.7% | +16.6% | +33.1% | +25.9% |
| YTD | +84.9% | +13.4% | +71.5% | +62.8% |
| 1Y | +200.8% | +19.6% | +181.2% | +149.5% |
| 3Y | +385.1% | +99.8% | +285.3% | +112.5% |
| 5Y | +460.5% | +85.0% | +375.5% | +183.2% |
| 10Y | +3,866.3% | +422.1% | +3,444.2% | +482.5% |
| All | +16,263.9% | +559.2% | +15,704.8% | +1,191.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling