+159.4%
LRCX vs SPYM
+18.2%
+141.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -2.7% |
| 7D | -3.1% | -0.8% | -2.3% | -0.6% |
| 30D | -8.6% | -1.1% | -7.5% | -5.4% |
| 3M | -17.7% | +3.9% | -21.6% | -26.2% |
| 6M | +36.4% | +13.6% | +22.7% | -3.3% |
| YTD | +74.5% | +12.7% | +61.8% | +28.0% |
| 1Y | +159.4% | +17.6% | +141.9% | +64.5% |
| All | +159.4% | +18.2% | +141.3% | +64.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling