+3,549.0%
LRCX vs SPYM
+325.3%
+3,223.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -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% | -21.6% | -21.9% |
| 6M | +36.4% | +13.6% | +22.7% | +12.7% |
| YTD | +74.5% | +12.7% | +61.8% | +47.5% |
| 1Y | +159.4% | +17.6% | +141.9% | +106.6% |
| 3Y | +361.6% | +77.2% | +284.4% | +95.8% |
| 5Y | +425.2% | +84.1% | +341.1% | +120.1% |
| All | +3,549.0% | +325.3% | +3,223.7% | +374.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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