+361.3%
LRCX vs SPYM
+75.9%
+285.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -4.3% |
| 7D | +1.8% | -2.0% | +3.8% | +6.5% |
| 30D | -4.3% | -1.6% | -2.7% | -0.6% |
| 3M | -7.3% | +4.7% | -12.1% | -14.8% |
| 6M | +38.6% | +12.6% | +26.0% | +11.2% |
| YTD | +74.4% | +11.8% | +62.6% | +43.3% |
| 1Y | +179.1% | +17.5% | +161.6% | +110.3% |
| All | +361.3% | +75.9% | +285.3% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling